+192.9%
SO vs LH
+263.7%
-70.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | +4.9% | +18.7% | -13.8% | -0.9% |
| 3M | +0.8% | +15.3% | -14.6% | -4.1% |
| 6M | +0.6% | +45.4% | -44.8% | -11.4% |
| YTD | +8.7% | +49.5% | -40.9% | -5.5% |
| 1Y | +4.0% | +41.4% | -37.4% | -8.0% |
| 3Y | +50.6% | +87.6% | -37.1% | +19.1% |
| 5Y | +77.5% | +53.8% | +23.7% | +48.0% |
| All | +192.9% | +263.7% | -70.8% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling