+78.8%
SE vs LH
+86.6%
-7.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.7% |
| 7D | +3.3% | +4.6% | -1.3% | +2.4% |
| 30D | -18.2% | +19.1% | -37.3% | -20.8% |
| 3M | -31.3% | +16.7% | -48.0% | -33.2% |
| 6M | -10.1% | +47.0% | -57.1% | -17.1% |
| YTD | -38.9% | +49.3% | -88.2% | -43.5% |
| 1Y | -48.0% | +48.6% | -96.6% | -52.1% |
| 3Y | +78.8% | +87.8% | -9.0% | +93.4% |
| All | +78.8% | +86.6% | -7.8% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling