-16.5%
SOUN vs LH
+59.7%
-76.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -7.1% | -4.7% | -2.4% | -4.8% |
| 30D | -15.4% | -3.5% | -11.9% | -13.9% |
| 3M | -10.6% | +17.7% | -28.3% | -18.1% |
| 6M | -19.6% | +15.8% | -35.4% | -26.0% |
| YTD | -37.2% | +25.1% | -62.3% | -45.0% |
| 1Y | -57.1% | +12.5% | -69.6% | -60.1% |
| 3Y | +178.2% | +59.8% | +118.5% | +107.0% |
| All | -16.5% | +59.7% | -76.3% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling