+19,864.0%
SHW vs LH
+1,382.1%
+18,481.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -3.2% | -2.5% | -0.8% | -2.9% |
| 30D | -9.5% | +4.3% | -13.9% | -10.1% |
| 3M | +11.5% | +25.5% | -14.1% | +8.0% |
| 6M | -3.5% | +17.0% | -20.5% | -5.6% |
| YTD | +3.7% | +31.3% | -27.5% | -0.2% |
| 1Y | -7.9% | +20.0% | -27.9% | -10.4% |
| 3Y | +24.7% | +63.9% | -39.2% | +16.0% |
| 5Y | +13.6% | +30.9% | -17.3% | +8.5% |
| 10Y | +283.0% | +191.4% | +91.6% | +230.2% |
| All | +19,864.0% | +1,382.1% | +18,481.9% | +14,587.8% |
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