-3.6%
SMR vs LH
+48.4%
-52.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +4.4% | -2.5% | +6.9% | +5.4% |
| 30D | +3.4% | +4.3% | -0.9% | +1.8% |
| 3M | -19.2% | +25.5% | -44.7% | -26.0% |
| 6M | -22.6% | +17.0% | -39.6% | -27.0% |
| YTD | -31.5% | +31.3% | -62.8% | -38.5% |
| 1Y | -73.1% | +20.0% | -93.0% | -75.0% |
| 3Y | +55.0% | +63.9% | -8.9% | +23.4% |
| All | -3.6% | +48.4% | -52.0% | -24.8% |
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