-81.5%
LHAI vs SPY
+21.8%
-103.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -7.3% |
| 7D | -10.3% | -0.8% | -9.6% | -9.6% |
| 30D | +28.4% | -1.1% | +29.5% | +30.1% |
| 3M | +38.5% | +3.9% | +34.6% | +31.9% |
| 6M | -26.2% | +13.6% | -39.8% | -40.4% |
| YTD | -86.4% | +12.7% | -99.1% | -88.2% |
| 1Y | -88.2% | +17.5% | -105.7% | -91.0% |
| All | -81.5% | +21.8% | -103.3% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling