-44.2%
SE vs LH
+11.8%
-56.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.5% |
| 7D | -4.8% | -7.4% | +2.6% | -4.0% |
| 30D | -18.1% | -4.6% | -13.5% | -17.7% |
| 3M | +30.6% | +14.5% | +16.1% | +29.2% |
| 6M | +20.8% | +14.8% | +6.0% | +19.3% |
| YTD | -15.6% | +23.3% | -38.8% | -14.6% |
| 1Y | -44.2% | +13.6% | -57.8% | -44.2% |
| All | -44.2% | +11.8% | -56.0% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling