-53.5%
SOUN vs LH
+90.0%
-143.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -15.1% | +1.1% | -16.2% | -15.5% |
| 30D | -23.0% | +16.7% | -39.7% | -28.8% |
| 3M | -53.3% | +15.1% | -68.4% | -56.7% |
| 6M | -58.6% | +46.3% | -104.9% | -66.3% |
| YTD | -65.0% | +48.8% | -113.8% | -72.0% |
| 1Y | -71.4% | +39.7% | -111.1% | -76.3% |
| 3Y | +75.4% | +87.0% | -11.7% | +20.6% |
| All | -53.5% | +90.0% | -143.4% | -73.8% |
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 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