-79.4%
LHAI vs SPY
+22.0%
-101.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +41.3% | +0.5% | +40.7% | +40.8% |
| 30D | +41.1% | -0.9% | +42.1% | +42.8% |
| 3M | +38.1% | +3.9% | +34.2% | +31.4% |
| 6M | -13.4% | +14.5% | -28.0% | -31.2% |
| YTD | -84.8% | +12.9% | -97.7% | -86.8% |
| 1Y | -86.2% | +19.4% | -105.6% | -90.3% |
| All | -79.4% | +22.0% | -101.4% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling