-19.9%
SIRI vs LH
+1,156.0%
-1,175.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.3% |
| 7D | -3.0% | -7.4% | +4.4% | -1.1% |
| 30D | +1.3% | -4.6% | +5.9% | +2.5% |
| 3M | +5.6% | +14.5% | -8.9% | +1.8% |
| 6M | +35.1% | +14.8% | +20.3% | +29.9% |
| YTD | +49.0% | +23.3% | +25.8% | +40.6% |
| 1Y | +26.8% | +13.6% | +13.2% | +21.9% |
| 3Y | -23.7% | +56.3% | -80.0% | -32.5% |
| 5Y | -41.8% | +25.2% | -67.0% | -46.1% |
| 10Y | -11.3% | +179.1% | -190.3% | -34.1% |
| All | -19.9% | +1,156.0% | -1,175.9% | -66.0% |
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 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