+174.0%
SITM vs LH
+23.7%
+150.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +5.0% |
| 7D | +4.8% | -7.4% | +12.2% | +10.1% |
| 30D | -9.7% | -4.6% | -5.1% | -7.3% |
| 3M | -9.3% | +14.5% | -23.8% | -18.8% |
| 6M | +69.5% | +14.8% | +54.7% | +50.8% |
| YTD | +70.5% | +23.3% | +47.3% | +43.5% |
| 1Y | +145.3% | +13.6% | +131.7% | +117.6% |
| 3Y | +432.8% | +56.3% | +376.4% | +255.7% |
| 5Y | +174.0% | +25.2% | +148.8% | +108.9% |
| All | +174.0% | +23.7% | +150.3% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling