+6,573.7%
SO vs LH
+1,382.1%
+5,191.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.6% |
| 7D | -0.2% | -2.5% | +2.3% | 0.0% |
| 30D | -4.6% | +4.3% | -8.9% | -4.9% |
| 3M | -3.0% | +25.5% | -28.6% | -4.8% |
| 6M | -8.3% | +17.0% | -25.2% | -9.4% |
| YTD | +3.5% | +31.3% | -27.7% | +1.2% |
| 1Y | -0.9% | +20.0% | -20.9% | -2.5% |
| 3Y | +45.4% | +63.9% | -18.5% | +39.4% |
| 5Y | +59.6% | +30.9% | +28.8% | +55.1% |
| 10Y | +156.6% | +191.4% | -34.8% | +135.1% |
| All | +6,573.7% | +1,382.1% | +5,191.6% | +5,658.8% |
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 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