+44.4%
SITM vs LH
+44.2%
+0.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.9% | -13.3% | -9.1% |
| 7D | -19.5% | +2.1% | -21.6% | -19.3% |
| 30D | -43.2% | +19.2% | -62.4% | -42.6% |
| 3M | -30.8% | +18.0% | -48.8% | -30.3% |
| 6M | -28.6% | +46.1% | -74.7% | -29.0% |
| YTD | +14.2% | +47.7% | -33.5% | +20.7% |
| 1Y | +44.4% | +47.2% | -2.9% | +57.0% |
| All | +44.4% | +44.2% | +0.2% | +57.0% |
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