+646.6%
SEI vs LH
+183.7%
+462.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.6% | +16.9% | +16.5% |
| 7D | +28.8% | -0.8% | +29.7% | +29.2% |
| 30D | +10.4% | +2.0% | +8.4% | +9.3% |
| 3M | -11.4% | +24.3% | -35.7% | -19.8% |
| 6M | +31.2% | +21.1% | +10.1% | +19.5% |
| YTD | +39.7% | +30.4% | +9.3% | +22.9% |
| 1Y | +149.0% | +18.4% | +130.6% | +126.7% |
| 3Y | +560.2% | +65.5% | +494.7% | +409.0% |
| 5Y | +955.7% | +29.9% | +925.8% | +786.5% |
| All | +646.6% | +183.7% | +462.9% | +341.2% |
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 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