+358.3%
SE vs LH
+201.5%
+156.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +2.5% | -4.0% | -2.6% |
| 30D | -22.3% | +18.7% | -41.0% | -28.3% |
| 3M | -41.8% | +15.3% | -57.2% | -45.7% |
| 6M | -22.4% | +45.4% | -67.8% | -35.5% |
| YTD | -41.6% | +49.5% | -91.1% | -52.2% |
| 1Y | -48.0% | +41.4% | -89.4% | -56.4% |
| 3Y | +63.9% | +87.6% | -23.8% | +15.8% |
| 5Y | -78.2% | +53.8% | -131.9% | -83.1% |
| All | +358.3% | +201.5% | +156.8% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling