+4,789.7%
SITM vs LH
+123.5%
+4,666.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +4.6% |
| 7D | +3.9% | -4.7% | +8.5% | +7.1% |
| 30D | -6.6% | -3.5% | -3.1% | -4.8% |
| 3M | -11.9% | +17.7% | -29.6% | -22.2% |
| 6M | +81.1% | +15.8% | +65.4% | +61.0% |
| YTD | +80.0% | +25.1% | +54.9% | +51.3% |
| 1Y | +145.8% | +12.5% | +133.3% | +120.5% |
| 3Y | +475.9% | +59.8% | +416.1% | +295.5% |
| 5Y | +189.2% | +27.1% | +162.1% | +131.2% |
| All | +4,789.7% | +123.5% | +4,666.2% | +2,936.0% |
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 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