+6,993.3%
SO vs LH
+1,581.5%
+5,411.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.1% | +4.8% | -4.9% | -0.5% |
| 30D | +8.7% | +18.8% | -10.1% | +7.2% |
| 3M | +3.4% | +15.7% | -12.3% | +2.1% |
| 6M | +3.7% | +46.7% | -43.0% | +0.5% |
| YTD | +10.0% | +48.9% | -38.9% | +6.5% |
| 1Y | +6.6% | +43.5% | -36.9% | +3.4% |
| 3Y | +52.5% | +86.9% | -34.4% | +44.7% |
| 5Y | +76.1% | +60.4% | +15.7% | +68.4% |
| 10Y | +194.9% | +260.7% | -65.8% | +166.4% |
| All | +6,993.3% | +1,581.5% | +5,411.8% | +5,956.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling