+44.6%
SMCI vs LH
+58.7%
-14.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.0% |
| 7D | +1.3% | -4.7% | +6.0% | +2.2% |
| 30D | +6.6% | -3.5% | +10.1% | +7.3% |
| 3M | +25.4% | +17.7% | +7.7% | +21.3% |
| 6M | +26.1% | +15.8% | +10.4% | +22.3% |
| YTD | +37.0% | +25.1% | +11.9% | +30.0% |
| 1Y | -8.8% | +12.5% | -21.3% | -11.2% |
| 3Y | +44.6% | +59.8% | -15.2% | +27.1% |
| All | +44.6% | +58.7% | -14.1% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling