-91.0%
SNDQ vs LH
+35.4%
-126.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.9% | +11.4% | +9.2% |
| 7D | +66.1% | +2.1% | +64.1% | +59.7% |
| 30D | +122.5% | +19.2% | +103.4% | +45.4% |
| 3M | +11.6% | +18.0% | -6.4% | -25.9% |
| 6M | -82.2% | +46.1% | -128.3% | -95.8% |
| All | -91.0% | +35.4% | -126.5% | -97.5% |
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 · 6 months rolling