+59.9%
SIRI vs LH
+44.2%
+15.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.9% | +4.5% | +7.4% |
| 7D | +22.3% | +2.1% | +20.2% | +21.5% |
| 30D | +26.9% | +19.2% | +7.8% | +21.6% |
| 3M | +9.6% | +18.0% | -8.4% | +5.5% |
| 6M | +27.2% | +46.1% | -18.9% | +16.7% |
| YTD | +72.4% | +47.7% | +24.7% | +56.3% |
| 1Y | +59.9% | +47.2% | +12.7% | +44.0% |
| All | +59.9% | +44.2% | +15.7% | +44.0% |
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