+368.8%
SNXX vs LH
+17.8%
+351.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -5.5% |
| 7D | -12.0% | -4.7% | -7.3% | -16.6% |
| 30D | +37.9% | -3.5% | +41.4% | +33.0% |
| 3M | -52.7% | +17.7% | -70.4% | -38.3% |
| 6M | +194.8% | +15.8% | +179.0% | +299.1% |
| All | +368.8% | +17.8% | +351.0% | +583.8% |
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