+14.2%
SHW vs LH
+61.0%
-46.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -2.1% | +1.2% | -3.3% | -2.6% |
| 30D | +11.1% | +18.0% | -6.9% | +3.5% |
| 3M | -2.2% | +15.7% | -17.8% | -8.2% |
| 6M | +14.3% | +46.6% | -32.3% | -2.9% |
| YTD | +10.6% | +49.5% | -38.9% | -7.1% |
| 1Y | +4.1% | +40.2% | -36.1% | -10.2% |
| 3Y | +42.9% | +87.6% | -44.7% | +6.5% |
| 5Y | +14.2% | +59.3% | -45.1% | -11.7% |
| All | +14.2% | +61.0% | -46.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling