+2,621.3%
SAN vs LH
+1,579.7%
+1,041.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | -7.8% | +16.7% | -24.6% | -10.7% |
| 3M | -16.4% | +15.1% | -31.5% | -18.8% |
| 6M | +3.5% | +46.3% | -42.8% | -4.1% |
| YTD | +6.7% | +48.8% | -42.1% | -1.6% |
| 1Y | +14.5% | +39.7% | -25.2% | +6.9% |
| 3Y | +243.5% | +87.0% | +156.5% | +201.3% |
| 5Y | +296.2% | +53.0% | +243.2% | +259.9% |
| 10Y | +268.5% | +264.3% | +4.2% | +185.2% |
| All | +2,621.3% | +1,579.7% | +1,041.6% | +1,468.8% |
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