+12.7%
SAN vs LH
+41.7%
-28.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.0% | +2.5% | -1.5% | +0.6% |
| 30D | -9.4% | +18.7% | -28.1% | -11.9% |
| 3M | -17.1% | +15.3% | -32.5% | -18.9% |
| 6M | +2.2% | +45.4% | -43.2% | -4.8% |
| YTD | +6.0% | +49.5% | -43.5% | -3.3% |
| 1Y | +12.7% | +41.4% | -28.7% | +7.4% |
| All | +12.7% | +41.7% | -28.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling