+32.1%
SOLS vs LH
+14.9%
+17.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.4% |
| 30D | +2.1% | +4.3% | -2.2% | +1.8% |
| 3M | -24.1% | +25.5% | -49.7% | -26.3% |
| 6M | -15.0% | +17.0% | -31.9% | -16.8% |
| YTD | +31.6% | +31.3% | +0.3% | +27.8% |
| All | +32.1% | +14.9% | +17.2% | +22.8% |
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 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