+7.0%
SHW vs LH
+44.2%
-37.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.9% | +2.7% | +5.0% |
| 7D | +13.3% | +2.1% | +11.2% | +12.3% |
| 30D | +14.1% | +19.2% | -5.0% | +5.5% |
| 3M | +0.8% | +18.0% | -17.2% | -6.8% |
| 6M | +17.6% | +46.1% | -28.4% | -1.4% |
| YTD | +13.0% | +47.7% | -34.7% | -6.9% |
| 1Y | +7.0% | +47.2% | -40.2% | -12.0% |
| All | +7.0% | +44.2% | -37.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling