+3,186.7%
SAN vs LH
+1,382.1%
+1,804.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +1.8% | -2.5% | +4.2% | +2.3% |
| 30D | +2.0% | +4.3% | -2.4% | +1.1% |
| 3M | +19.7% | +25.5% | -5.8% | +14.5% |
| 6M | +30.6% | +17.0% | +13.7% | +26.6% |
| YTD | +28.8% | +31.3% | -2.4% | +22.0% |
| 1Y | +57.8% | +20.0% | +37.8% | +51.7% |
| 3Y | +338.1% | +63.9% | +274.3% | +294.7% |
| 5Y | +384.2% | +30.9% | +353.4% | +353.8% |
| 10Y | +353.1% | +191.4% | +161.8% | +265.2% |
| All | +3,186.7% | +1,382.1% | +1,804.6% | +1,844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling