+60.8%
SGI vs LH
+64.5%
-3.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +9.3% | -0.8% | +10.1% | +9.8% |
| 30D | +6.9% | +2.0% | +4.9% | +5.8% |
| 3M | +2.8% | +24.3% | -21.4% | -8.1% |
| 6M | -12.6% | +21.1% | -33.7% | -20.9% |
| YTD | -21.5% | +30.4% | -52.0% | -31.1% |
| 1Y | -18.8% | +18.4% | -37.1% | -25.7% |
| 3Y | +60.8% | +65.5% | -4.6% | +24.7% |
| All | +60.8% | +64.5% | -3.6% | +24.7% |
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