-40.8%
SOFI vs LH
+44.2%
-85.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.0% |
| 7D | +1.4% | +2.1% | -0.7% | +0.6% |
| 30D | +9.2% | +19.2% | -10.0% | +2.4% |
| 3M | -7.1% | +18.0% | -25.1% | -12.4% |
| 6M | +7.3% | +46.1% | -38.8% | -4.9% |
| YTD | -33.6% | +47.7% | -81.3% | -43.3% |
| 1Y | -40.8% | +47.2% | -88.1% | -50.1% |
| All | -40.8% | +44.2% | -85.0% | -50.1% |
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