+72.0%
SGI vs LH
+87.4%
-15.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -10.5% | +1.2% | -11.7% | -11.0% |
| 30D | +0.1% | +18.0% | -17.8% | -7.8% |
| 3M | -4.0% | +15.7% | -19.7% | -10.9% |
| 6M | -5.6% | +46.6% | -52.3% | -22.8% |
| YTD | -29.5% | +49.5% | -79.0% | -42.5% |
| 1Y | -31.5% | +40.2% | -71.7% | -42.4% |
| All | +72.0% | +87.4% | -15.4% | +14.1% |
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 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