+2,502.1%
SOXX vs LH
+827.5%
+1,674.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -0.8% |
| 7D | +3.0% | -7.4% | +10.4% | +6.5% |
| 30D | -3.1% | -4.6% | +1.5% | -1.2% |
| 3M | -4.4% | +14.5% | -18.9% | -10.6% |
| 6M | +52.9% | +14.8% | +38.1% | +42.3% |
| YTD | +72.0% | +23.3% | +48.7% | +54.7% |
| 1Y | +105.1% | +13.6% | +91.5% | +90.3% |
| 3Y | +220.6% | +56.3% | +164.3% | +153.6% |
| 5Y | +244.8% | +25.2% | +219.6% | +198.0% |
| 10Y | +1,537.1% | +179.1% | +1,358.1% | +854.1% |
| All | +2,502.1% | +827.5% | +1,674.6% | +799.6% |
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 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