+20.3%
SGOV vs LH
+119.7%
-99.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | 0.0% | -4.7% | +4.7% | 0.0% |
| 30D | +0.3% | -3.5% | +3.8% | +0.3% |
| 3M | +0.9% | +17.7% | -16.8% | +0.9% |
| 6M | +1.8% | +15.8% | -13.9% | +1.9% |
| YTD | +2.5% | +25.1% | -22.6% | +2.5% |
| 1Y | +3.8% | +12.5% | -8.7% | +3.8% |
| 3Y | +14.4% | +59.8% | -45.4% | +14.4% |
| 5Y | +20.2% | +27.1% | -6.9% | +20.2% |
| All | +20.3% | +119.7% | -99.4% | +20.3% |
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