-11.3%
SIRI vs LH
+183.3%
-194.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +0.6% | -4.7% | +5.2% | +2.5% |
| 30D | +2.5% | -3.5% | +6.0% | +3.9% |
| 3M | +6.6% | +17.7% | -11.1% | -0.5% |
| 6M | +32.9% | +15.8% | +17.1% | +24.3% |
| YTD | +50.5% | +25.1% | +25.4% | +36.2% |
| 1Y | +28.0% | +12.5% | +15.5% | +20.7% |
| 3Y | -22.4% | +59.8% | -82.2% | -37.1% |
| 5Y | -41.3% | +27.1% | -68.4% | -48.8% |
| All | -11.3% | +183.3% | -194.6% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling