-73.1%
SMR vs LH
+20.0%
-93.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +4.4% | -2.5% | +6.9% | +4.5% |
| 30D | +3.4% | +4.3% | -0.9% | +3.5% |
| 3M | -19.2% | +25.5% | -44.7% | -17.2% |
| 6M | -22.6% | +17.0% | -39.6% | -20.7% |
| YTD | -31.5% | +31.3% | -62.8% | -27.4% |
| 1Y | -73.1% | +20.0% | -93.0% | -70.7% |
| All | -73.1% | +20.0% | -93.1% | -70.7% |
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