+42.0%
SOFI vs LH
+93.9%
-51.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.1% |
| 7D | -2.9% | -3.2% | +0.3% | -0.9% |
| 30D | -4.4% | +0.1% | -4.5% | -4.3% |
| 3M | +5.2% | +18.6% | -13.4% | -5.5% |
| 6M | -7.8% | +17.9% | -25.7% | -17.0% |
| YTD | -33.8% | +28.9% | -62.7% | -44.4% |
| 1Y | -33.3% | +16.6% | -49.9% | -40.3% |
| 3Y | +102.7% | +63.6% | +39.1% | +43.3% |
| 5Y | +10.5% | +30.0% | -19.6% | -16.1% |
| All | +42.0% | +93.9% | -51.8% | -32.7% |
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