-98.5%
LHSW vs SPY
+41.8%
-140.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.7% | -0.5% | -22.3% | -21.5% |
| 7D | -72.5% | -0.4% | -72.1% | -71.0% |
| 30D | -66.3% | -1.4% | -65.0% | -63.2% |
| 3M | -60.6% | +3.7% | -64.4% | -60.7% |
| 6M | -60.9% | +13.0% | -73.9% | -65.2% |
| YTD | -87.5% | +12.4% | -99.9% | -88.7% |
| 1Y | -97.4% | +18.5% | -115.9% | -97.9% |
| All | -98.5% | +41.8% | -140.3% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling