-95.5%
SNDQ vs LH
+13.0%
-108.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.4% | +12.4% | +19.8% |
| 7D | -20.4% | -7.4% | -13.0% | -0.7% |
| 30D | -54.5% | -4.6% | -49.9% | -48.9% |
| 3M | -79.1% | +14.5% | -93.6% | -90.7% |
| All | -95.5% | +13.0% | -108.5% | -98.1% |
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 · Available span rolling