+686.9%
SEI vs LH
+172.1%
+514.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.5% |
| 7D | +22.6% | -4.7% | +27.3% | +25.0% |
| 30D | +9.1% | -3.5% | +12.6% | +10.5% |
| 3M | -11.3% | +17.7% | -29.0% | -17.8% |
| 6M | +22.0% | +15.8% | +6.2% | +13.3% |
| YTD | +47.3% | +25.1% | +22.2% | +31.8% |
| 1Y | +124.8% | +12.5% | +112.3% | +109.3% |
| 3Y | +591.3% | +59.8% | +531.5% | +440.4% |
| 5Y | +1,008.2% | +27.1% | +981.1% | +836.9% |
| All | +686.9% | +172.1% | +514.9% | +373.1% |
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