-98.3%
LHSW vs SPY
+14.6%
-113.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -9.8% |
| 7D | -9.1% | -0.7% | -8.4% | -6.5% |
| 30D | -8.6% | -1.0% | -7.6% | -3.5% |
| 3M | -80.5% | -0.3% | -80.2% | -78.4% |
| 6M | -86.5% | +7.3% | -93.8% | -86.8% |
| YTD | -93.9% | +13.3% | -107.2% | -94.2% |
| 1Y | -98.3% | +14.8% | -113.1% | -98.3% |
| All | -98.3% | +14.6% | -113.0% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling