+1,117.7%
SCHG vs LH
+422.3%
+695.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -0.9% | -3.2% | +2.3% | +0.5% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | +4.5% | +18.6% | -14.1% | -3.1% |
| 6M | +13.6% | +17.9% | -4.4% | +5.3% |
| YTD | +7.6% | +28.9% | -21.4% | -4.4% |
| 1Y | +13.0% | +16.6% | -3.6% | +4.4% |
| 3Y | +87.0% | +63.6% | +23.4% | +45.8% |
| 5Y | +82.9% | +30.0% | +52.8% | +55.8% |
| 10Y | +453.6% | +191.9% | +261.7% | +203.2% |
| All | +1,117.7% | +422.3% | +695.4% | +370.3% |
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 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