+568.6%
SE vs LH
+160.0%
+408.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | -3.6% | -3.2% | -0.5% | -2.2% |
| 30D | -5.3% | +0.1% | -5.5% | -5.4% |
| 3M | +28.1% | +18.6% | +9.5% | +17.7% |
| 6M | +20.7% | +17.9% | +2.7% | +10.9% |
| YTD | -14.8% | +28.9% | -43.7% | -25.0% |
| 1Y | -43.6% | +16.6% | -60.2% | -48.3% |
| 3Y | +184.2% | +63.6% | +120.7% | +114.2% |
| 5Y | -66.3% | +30.0% | -96.3% | -71.7% |
| All | +568.6% | +160.0% | +408.6% | +351.9% |
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