+15.4%
SOFI vs LH
+27.0%
-11.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.4% |
| 7D | -4.9% | -4.7% | -0.2% | -1.9% |
| 30D | -3.5% | -3.5% | 0.0% | -1.1% |
| 3M | +3.9% | +17.7% | -13.8% | -7.1% |
| 6M | -6.5% | +15.8% | -22.3% | -15.7% |
| YTD | -33.8% | +25.1% | -58.9% | -44.2% |
| 1Y | -33.3% | +12.5% | -45.8% | -39.5% |
| 3Y | +94.6% | +59.8% | +34.8% | +34.0% |
| All | +15.4% | +27.0% | -11.6% | -14.2% |
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