+2,432.7%
SAP vs LH
+1,284.5%
+1,148.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +11.1% | +17.5% | -6.4% | +6.6% |
| 3M | +17.0% | +16.1% | +1.0% | +12.6% |
| 6M | +34.8% | +43.4% | -8.5% | +23.0% |
| YTD | -2.2% | +47.2% | -49.4% | -11.7% |
| 1Y | -6.4% | +50.1% | -56.6% | -16.0% |
| 3Y | +75.1% | +81.2% | -6.0% | +48.9% |
| 5Y | +69.8% | +63.7% | +6.1% | +47.0% |
| 10Y | +219.8% | +269.2% | -49.3% | +122.2% |
| All | +2,432.7% | +1,284.5% | +1,148.2% | +870.1% |
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