+235.4%
SAP vs LH
+263.7%
-28.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +2.5% | -6.4% | -4.7% |
| 30D | +6.5% | +18.7% | -12.2% | -0.1% |
| 3M | +14.7% | +15.3% | -0.7% | +8.6% |
| 6M | +39.9% | +45.4% | -5.5% | +21.8% |
| YTD | -2.0% | +49.5% | -51.5% | -16.1% |
| 1Y | -6.0% | +41.4% | -47.4% | -17.9% |
| 3Y | +67.7% | +87.6% | -20.0% | +29.5% |
| 5Y | +78.8% | +53.8% | +25.0% | +46.5% |
| All | +235.4% | +263.7% | -28.3% | +94.3% |
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