-99.6%
LHSW vs SPY
+40.7%
-140.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -10.4% |
| 7D | -25.6% | +2.6% | -28.2% | -29.6% |
| 30D | -26.5% | -2.0% | -24.5% | -20.6% |
| 3M | -89.5% | -2.8% | -86.8% | -87.8% |
| 6M | -91.3% | +2.1% | -93.4% | -90.6% |
| YTD | -96.3% | +11.5% | -107.8% | -96.5% |
| 1Y | -98.9% | +13.5% | -112.4% | -99.0% |
| All | -99.6% | +40.7% | -140.2% | -99.7% |
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 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