+3.7%
SO vs LH
+44.2%
-40.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.2% |
| 7D | +1.7% | +2.1% | -0.3% | +1.5% |
| 30D | +11.1% | +19.2% | -8.0% | +8.1% |
| 3M | +0.7% | +18.0% | -17.3% | -2.0% |
| 6M | -1.4% | +46.1% | -47.5% | -7.9% |
| YTD | +9.4% | +47.7% | -38.3% | +1.7% |
| 1Y | +3.7% | +47.2% | -43.5% | -3.7% |
| All | +3.7% | +44.2% | -40.5% | -3.7% |
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