+21,183.1%
SHW vs LH
+1,587.6%
+19,595.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +11.1% | +18.0% | -6.9% | +8.5% |
| 3M | -2.2% | +15.7% | -17.8% | -4.2% |
| 6M | +14.3% | +46.6% | -32.3% | +8.2% |
| YTD | +10.6% | +49.5% | -38.9% | +4.4% |
| 1Y | +4.1% | +40.2% | -36.1% | -0.9% |
| 3Y | +42.9% | +87.6% | -44.7% | +30.3% |
| 5Y | +14.2% | +59.3% | -45.1% | +6.1% |
| 10Y | +346.7% | +266.1% | +80.7% | +274.6% |
| All | +21,183.1% | +1,587.6% | +19,595.5% | +15,259.3% |
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