+6.4%
SO vs LH
+43.1%
-36.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +7.8% | +18.0% | -10.2% | +5.1% |
| 3M | +2.9% | +15.7% | -12.8% | +0.6% |
| 6M | +2.5% | +46.6% | -44.2% | -4.7% |
| YTD | +10.3% | +49.5% | -39.2% | +2.0% |
| 1Y | +6.4% | +40.2% | -33.8% | -2.1% |
| All | +6.4% | +43.1% | -36.7% | -2.1% |
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