+265.3%
SAN vs LH
+263.7%
+1.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.0% | +2.5% | -1.5% | 0.0% |
| 30D | -9.4% | +18.7% | -28.1% | -16.2% |
| 3M | -17.1% | +15.3% | -32.5% | -22.5% |
| 6M | +2.2% | +45.4% | -43.2% | -13.9% |
| YTD | +6.0% | +49.5% | -43.5% | -12.2% |
| 1Y | +12.7% | +41.4% | -28.7% | -4.3% |
| 3Y | +242.1% | +87.6% | +154.5% | +148.6% |
| 5Y | +293.6% | +53.8% | +239.8% | +208.8% |
| All | +265.3% | +263.7% | +1.6% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling