+334.0%
SPGI vs LH
+267.5%
+66.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +1.6% | +4.8% | -3.2% | -0.7% |
| 30D | +16.1% | +18.8% | -2.7% | +6.6% |
| 3M | +15.5% | +15.7% | -0.2% | +7.2% |
| 6M | +19.6% | +46.7% | -27.0% | -1.3% |
| YTD | -3.6% | +48.9% | -52.5% | -21.7% |
| 1Y | +2.2% | +43.5% | -41.2% | -15.5% |
| 3Y | +30.1% | +86.9% | -56.8% | -8.3% |
| 5Y | +14.9% | +60.4% | -45.5% | -13.8% |
| 10Y | +334.0% | +260.7% | +73.3% | +108.2% |
| All | +334.0% | +267.5% | +66.5% | +108.2% |
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