+335.4%
SAN vs LH
+179.1%
+156.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.6% |
| 7D | -2.8% | -7.4% | +4.6% | +0.4% |
| 30D | -0.5% | -4.6% | +4.0% | +1.4% |
| 3M | +22.7% | +14.5% | +8.2% | +15.3% |
| 6M | +28.8% | +14.8% | +14.0% | +20.8% |
| YTD | +26.3% | +23.3% | +3.0% | +14.2% |
| 1Y | +48.8% | +13.6% | +35.2% | +39.0% |
| 3Y | +347.2% | +56.3% | +290.9% | +253.0% |
| 5Y | +383.8% | +25.2% | +358.6% | +316.7% |
| All | +335.4% | +179.1% | +156.3% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling