+432.9%
SNXX vs LH
+23.6%
+409.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +21.7% |
| 7D | +34.9% | -2.5% | +37.3% | +31.4% |
| 30D | +52.5% | +4.3% | +48.2% | +60.6% |
| 3M | -41.3% | +25.5% | -66.9% | -19.8% |
| 6M | +293.8% | +17.0% | +276.8% | +448.8% |
| All | +432.9% | +23.6% | +409.4% | +720.1% |
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 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