-95.7%
SNDQ vs LH
+20.4%
-116.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.4% | -22.4% | -19.2% |
| 7D | -30.8% | -2.5% | -28.4% | -24.2% |
| 30D | -51.7% | +4.3% | -56.1% | -57.7% |
| 3M | -78.0% | +25.5% | -103.6% | -92.6% |
| All | -95.7% | +20.4% | -116.1% | -98.5% |
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 · Available span rolling