+226.8%
SOXX vs LH
+58.7%
+168.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +1.4% | -4.7% | +6.1% | +2.5% |
| 30D | -3.6% | -3.5% | -0.1% | -2.8% |
| 3M | -10.2% | +17.7% | -27.9% | -13.9% |
| 6M | +54.2% | +15.8% | +38.5% | +48.2% |
| YTD | +75.2% | +25.1% | +50.1% | +63.8% |
| 1Y | +107.5% | +12.5% | +95.0% | +100.5% |
| 3Y | +226.8% | +59.8% | +167.0% | +185.0% |
| All | +226.8% | +58.7% | +168.1% | +185.0% |
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