+7.5%
SMR vs LH
+45.8%
-38.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.9% |
| 7D | +13.1% | -3.2% | +16.3% | +14.4% |
| 30D | +17.8% | +0.1% | +17.6% | +17.7% |
| 3M | +8.1% | +18.6% | -10.5% | +1.4% |
| 6M | -11.1% | +17.9% | -29.0% | -16.5% |
| YTD | -23.7% | +28.9% | -52.7% | -31.1% |
| 1Y | -69.4% | +16.6% | -86.0% | -71.3% |
| 3Y | +82.6% | +63.6% | +19.1% | +45.7% |
| All | +7.5% | +45.8% | -38.3% | -15.6% |
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