+296.4%
SPGI vs LH
+185.6%
+110.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -3.1% | -3.2% | +0.1% | -1.6% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | +4.3% | +18.6% | -14.3% | -4.2% |
| 6M | -0.2% | +17.9% | -18.2% | -8.2% |
| YTD | -14.8% | +28.9% | -43.7% | -25.5% |
| 1Y | -18.5% | +16.6% | -35.2% | -25.4% |
| 3Y | +16.0% | +63.6% | -47.6% | -12.4% |
| 5Y | +2.2% | +30.0% | -27.8% | -14.4% |
| 10Y | +296.4% | +191.9% | +104.5% | +108.7% |
| All | +296.4% | +185.6% | +110.8% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling