+309.7%
SN vs LH
+55.3%
+254.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.7% |
| 7D | -3.4% | -3.2% | -0.2% | -1.8% |
| 30D | -9.1% | +0.1% | -9.2% | -9.1% |
| 3M | +31.8% | +18.6% | +13.1% | +21.3% |
| 6M | +52.0% | +17.9% | +34.1% | +40.3% |
| YTD | +51.3% | +28.9% | +22.4% | +33.4% |
| 1Y | +46.9% | +16.6% | +30.2% | +35.4% |
| 3Y | +394.9% | +63.6% | +331.4% | +307.2% |
| All | +309.7% | +55.3% | +254.3% | +216.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling