+4,437.5%
SITM vs LH
+130.3%
+4,307.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.8% |
| 7D | +3.7% | -3.2% | +6.9% | +5.9% |
| 30D | -14.5% | +0.1% | -14.7% | -14.8% |
| 3M | -10.6% | +18.6% | -29.2% | -21.3% |
| 6M | +65.5% | +17.9% | +47.6% | +45.6% |
| YTD | +67.0% | +28.9% | +38.1% | +37.8% |
| 1Y | +138.6% | +16.6% | +122.0% | +109.3% |
| 3Y | +421.8% | +63.6% | +358.3% | +253.6% |
| 5Y | +172.4% | +30.0% | +142.4% | +114.7% |
| All | +4,437.5% | +130.3% | +4,307.1% | +2,665.4% |
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