+27.6%
SOLS vs LH
+7.9%
+19.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.4% |
| 7D | +0.3% | -7.4% | +7.7% | +0.7% |
| 30D | +0.9% | -4.6% | +5.5% | +1.1% |
| 3M | -20.7% | +14.5% | -35.2% | -22.1% |
| 6M | -17.7% | +14.8% | -32.5% | -19.3% |
| YTD | +27.1% | +23.3% | +3.9% | +23.9% |
| All | +27.6% | +7.9% | +19.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling