+1,663.9%
SGI vs LH
+1,205.5%
+458.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.7% |
| 7D | -10.5% | +1.2% | -11.7% | -11.3% |
| 30D | +0.1% | +18.0% | -17.8% | -11.7% |
| 3M | -4.0% | +15.7% | -19.7% | -14.4% |
| 6M | -5.6% | +46.6% | -52.3% | -29.8% |
| YTD | -29.5% | +49.5% | -79.0% | -48.3% |
| 1Y | -31.5% | +40.2% | -71.7% | -47.4% |
| 3Y | +71.6% | +87.6% | -16.0% | +2.1% |
| 5Y | +50.5% | +59.3% | -8.8% | -0.6% |
| 10Y | +333.9% | +266.1% | +67.8% | +48.5% |
| All | +1,663.9% | +1,205.5% | +458.5% | +232.4% |
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