+2,699.3%
SAN vs LH
+1,581.5%
+1,117.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +10.8% | +4.8% | +6.0% | +9.8% |
| 30D | -5.7% | +18.8% | -24.6% | -9.0% |
| 3M | -13.4% | +15.7% | -29.1% | -16.0% |
| 6M | +3.5% | +46.7% | -43.1% | -4.1% |
| YTD | +9.7% | +48.9% | -39.2% | +1.2% |
| 1Y | +20.9% | +43.5% | -22.6% | +12.3% |
| 3Y | +254.3% | +86.9% | +167.4% | +210.8% |
| 5Y | +304.2% | +60.4% | +243.8% | +264.0% |
| 10Y | +260.2% | +260.7% | -0.5% | +179.2% |
| All | +2,699.3% | +1,581.5% | +1,117.8% | +1,513.5% |
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 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