+2,475.8%
SAP vs LH
+1,304.4%
+1,171.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +1.6% | +4.6% | -2.9% | +0.5% |
| 30D | +10.5% | +19.1% | -8.6% | +5.7% |
| 3M | +15.2% | +16.7% | -1.6% | +10.6% |
| 6M | +36.7% | +47.0% | -10.4% | +23.9% |
| YTD | -0.6% | +49.3% | -49.9% | -10.5% |
| 1Y | -4.1% | +48.6% | -52.8% | -13.7% |
| 3Y | +73.2% | +87.8% | -14.6% | +46.0% |
| 5Y | +74.1% | +65.0% | +9.1% | +50.4% |
| 10Y | +222.9% | +275.0% | -52.1% | +123.5% |
| All | +2,475.8% | +1,304.4% | +1,171.4% | +883.1% |
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