+5,923.7%
SPG vs LH
+1,294.2%
+4,629.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +5.1% | +4.6% | +0.5% | +4.2% |
| 30D | +16.8% | +19.1% | -2.3% | +13.0% |
| 3M | +5.7% | +16.7% | -11.1% | +2.5% |
| 6M | +17.8% | +47.0% | -29.2% | +9.5% |
| YTD | +30.1% | +49.3% | -19.2% | +20.5% |
| 1Y | +32.8% | +48.6% | -15.8% | +23.0% |
| 3Y | +137.2% | +87.8% | +49.4% | +109.8% |
| 5Y | +81.5% | +65.0% | +16.4% | +63.6% |
| 10Y | +116.5% | +275.0% | -158.5% | +72.1% |
| All | +5,923.7% | +1,294.2% | +4,629.6% | +4,112.8% |
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