+1,872.3%
SGI vs LH
+1,046.5%
+825.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.5% |
| 7D | +8.5% | -2.5% | +11.0% | +10.6% |
| 30D | +0.7% | +4.3% | -3.7% | -2.5% |
| 3M | +0.6% | +25.5% | -24.9% | -15.5% |
| 6M | -17.9% | +17.0% | -34.9% | -27.3% |
| YTD | -21.2% | +31.3% | -52.4% | -36.0% |
| 1Y | -18.9% | +20.0% | -38.8% | -30.2% |
| 3Y | +52.6% | +63.9% | -11.2% | +0.8% |
| 5Y | +60.7% | +30.9% | +29.9% | +23.5% |
| 10Y | +278.1% | +191.4% | +86.7% | +53.3% |
| All | +1,872.3% | +1,046.5% | +825.8% | +312.0% |
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