-93.4%
LHSW vs SPY
+43.3%
-136.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +4.2% |
| 7D | +8.2% | +0.1% | +8.1% | +9.1% |
| 30D | +69.2% | +0.1% | +69.1% | +71.4% |
| 3M | +56.2% | +2.0% | +54.3% | +55.4% |
| 6M | +70.5% | +13.0% | +57.4% | +44.3% |
| YTD | -45.0% | +13.5% | -58.5% | -53.3% |
| 1Y | -86.5% | +20.0% | -106.5% | -89.8% |
| All | -93.4% | +43.3% | -136.7% | -96.7% |
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