+20,879.7%
SHW vs LH
+1,579.7%
+19,300.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | +8.1% | +16.7% | -8.7% | +5.7% |
| 3M | -2.8% | +15.1% | -17.9% | -4.8% |
| 6M | +15.0% | +46.3% | -31.3% | +9.0% |
| YTD | +9.0% | +48.8% | -39.8% | +2.9% |
| 1Y | +4.5% | +39.7% | -35.2% | -0.5% |
| 3Y | +41.9% | +87.0% | -45.2% | +29.4% |
| 5Y | +10.7% | +53.0% | -42.3% | +3.4% |
| 10Y | +340.4% | +264.3% | +76.0% | +269.5% |
| All | +20,879.7% | +1,579.7% | +19,300.0% | +15,050.5% |
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