-12.4%
SOUN vs LH
+66.6%
-79.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | -4.1% | -0.8% | -3.2% | -3.7% |
| 30D | -18.1% | +2.0% | -20.1% | -19.0% |
| 3M | -12.3% | +24.3% | -36.5% | -22.1% |
| 6M | -18.6% | +21.1% | -39.6% | -26.7% |
| YTD | -34.1% | +30.4% | -64.6% | -43.5% |
| 1Y | -57.0% | +18.4% | -75.4% | -61.1% |
| 3Y | +185.7% | +65.5% | +120.2% | +109.0% |
| All | -12.4% | +66.6% | -79.0% | -47.2% |
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