+557.7%
SEI vs LH
+56.3%
+501.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -4.4% |
| 7D | +20.7% | -7.4% | +28.1% | +22.3% |
| 30D | +9.1% | -4.6% | +13.7% | +10.0% |
| 3M | -6.0% | +14.5% | -20.5% | -8.9% |
| 6M | +18.9% | +14.8% | +4.1% | +14.9% |
| YTD | +40.1% | +23.3% | +16.9% | +31.7% |
| 1Y | +120.6% | +13.6% | +107.0% | +112.5% |
| All | +557.7% | +56.3% | +501.4% | +448.2% |
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 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