+2,233.8%
SAP vs LH
+1,134.7%
+1,099.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.9% | -2.5% | -0.4% | -2.3% |
| 30D | +9.0% | +4.3% | +4.7% | +7.9% |
| 3M | +14.9% | +25.5% | -10.6% | +8.6% |
| 6M | +11.9% | +17.0% | -5.1% | +7.5% |
| YTD | -9.9% | +31.3% | -41.2% | -16.1% |
| 1Y | -19.5% | +20.0% | -39.5% | -23.5% |
| 3Y | +61.8% | +63.9% | -2.1% | +41.1% |
| 5Y | +56.2% | +30.9% | +25.3% | +43.0% |
| 10Y | +180.6% | +191.4% | -10.8% | +106.4% |
| All | +2,233.8% | +1,134.7% | +1,099.1% | +821.4% |
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