+404.4%
SNXX vs LH
+16.0%
+388.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.4% | -3.6% | -12.3% |
| 7D | +16.8% | -7.4% | +24.2% | +7.4% |
| 30D | +65.3% | -4.6% | +69.9% | +57.3% |
| 3M | -34.8% | +14.5% | -49.3% | -16.4% |
| 6M | +255.1% | +14.8% | +240.3% | +372.7% |
| All | +404.4% | +16.0% | +388.3% | +623.8% |
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 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 · 6 months rolling