+589.4%
SE vs LH
+164.7%
+424.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -6.1% | -2.5% | -3.6% | -5.0% |
| 30D | -2.5% | +4.3% | -6.8% | -4.4% |
| 3M | +21.7% | +25.5% | -3.8% | +8.8% |
| 6M | +27.0% | +17.0% | +10.0% | +17.2% |
| YTD | -12.1% | +31.3% | -43.4% | -23.3% |
| 1Y | -40.9% | +20.0% | -60.9% | -46.6% |
| 3Y | +191.0% | +63.9% | +127.1% | +119.4% |
| 5Y | -68.3% | +30.9% | -99.1% | -73.5% |
| All | +589.4% | +164.7% | +424.7% | +362.0% |
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