-20.7%
SAP vs LH
+18.3%
-39.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.3% | -0.8% | +0.6% | -0.1% |
| 30D | +2.6% | +2.0% | +0.6% | +2.2% |
| 3M | +16.3% | +24.3% | -8.0% | +11.7% |
| 6M | +6.4% | +21.1% | -14.7% | +2.4% |
| YTD | -11.4% | +30.4% | -41.9% | -16.3% |
| All | -20.7% | +18.3% | -39.0% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling