+111.9%
SPG vs LH
+64.5%
+47.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -4.9% | +2.0% | -6.9% | -5.7% |
| 3M | +3.3% | +24.3% | -20.9% | -4.8% |
| 6M | +11.2% | +21.1% | -9.8% | +3.2% |
| YTD | +17.1% | +30.4% | -13.4% | +5.4% |
| 1Y | +21.6% | +18.4% | +3.2% | +13.4% |
| 3Y | +111.9% | +65.5% | +46.4% | +67.7% |
| All | +111.9% | +64.5% | +47.4% | +67.7% |
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