+4,437.1%
SNDK vs LH
+30.9%
+4,406.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.0% |
| 7D | -6.1% | -4.7% | -1.4% | -4.6% |
| 30D | +21.5% | -3.5% | +25.0% | +22.7% |
| 3M | -13.2% | +17.7% | -30.9% | -19.9% |
| 6M | +149.2% | +15.8% | +133.4% | +132.0% |
| YTD | +588.1% | +25.1% | +563.0% | +497.2% |
| 1Y | +1,837.5% | +12.5% | +1,825.0% | +1,717.0% |
| All | +4,437.1% | +30.9% | +4,406.2% | +3,533.7% |
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 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