+81.5%
SPG vs LH
+63.0%
+18.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | +5.1% | +4.6% | +0.5% | +3.2% |
| 30D | +16.8% | +19.1% | -2.3% | +8.7% |
| 3M | +5.7% | +16.7% | -11.1% | -1.1% |
| 6M | +17.8% | +47.0% | -29.2% | -0.1% |
| YTD | +30.1% | +49.3% | -19.2% | +9.0% |
| 1Y | +32.8% | +48.6% | -15.8% | +11.3% |
| 3Y | +137.2% | +87.8% | +49.4% | +75.7% |
| 5Y | +81.5% | +65.0% | +16.4% | +33.0% |
| All | +81.5% | +63.0% | +18.4% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling