+58.7%
SO vs LH
+31.3%
+27.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.0% | -0.8% | +1.9% | +1.2% |
| 30D | -3.2% | +2.0% | -5.2% | -3.7% |
| 3M | -1.7% | +24.3% | -26.0% | -7.0% |
| 6M | -7.2% | +21.1% | -28.2% | -11.7% |
| YTD | +4.6% | +30.4% | -25.9% | -2.5% |
| 1Y | +1.2% | +18.4% | -17.2% | -3.5% |
| 3Y | +45.3% | +65.5% | -20.2% | +25.7% |
| 5Y | +58.7% | +29.9% | +28.9% | +40.3% |
| All | +58.7% | +31.3% | +27.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling