+179.0%
SAP vs LH
+185.6%
-6.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | +0.3% | +0.1% | +0.1% | +0.2% |
| 3M | +16.9% | +18.6% | -1.7% | +10.0% |
| 6M | +6.3% | +17.9% | -11.6% | +0.1% |
| YTD | -12.4% | +28.9% | -41.3% | -20.6% |
| 1Y | -21.6% | +16.6% | -38.2% | -26.4% |
| 3Y | +54.8% | +63.6% | -8.8% | +26.1% |
| 5Y | +56.2% | +30.0% | +26.1% | +36.5% |
| 10Y | +179.0% | +191.9% | -12.9% | +74.6% |
| All | +179.0% | +185.6% | -6.6% | +74.6% |
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