+162.0%
SO vs LH
+185.6%
-23.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +1.1% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -4.2% | +18.6% | -22.8% | -9.5% |
| 6M | -7.7% | +17.9% | -25.6% | -12.8% |
| YTD | +3.8% | +28.9% | -25.1% | -4.9% |
| 1Y | +0.1% | +16.6% | -16.6% | -5.6% |
| 3Y | +44.2% | +63.6% | -19.3% | +19.9% |
| 5Y | +57.9% | +30.0% | +27.8% | +39.5% |
| 10Y | +162.0% | +191.9% | -29.9% | +63.7% |
| All | +162.0% | +185.6% | -23.6% | +63.7% |
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 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