-63.2%
SPCH vs LH
+38.7%
-101.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.5% | -8.7% |
| 7D | -13.4% | +2.1% | -15.5% | -13.7% |
| 30D | -39.6% | +19.2% | -58.8% | -45.5% |
| 3M | -1.4% | +18.0% | -19.4% | -14.3% |
| All | -63.2% | +38.7% | -101.9% | -76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling