+22.0%
SPGI vs LH
+65.1%
-43.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.8% |
| 30D | +8.4% | +4.3% | +4.1% | +7.0% |
| 3M | +11.8% | +25.5% | -13.7% | +4.4% |
| 6M | +5.7% | +17.0% | -11.3% | +0.5% |
| YTD | -9.7% | +31.3% | -40.9% | -17.5% |
| 1Y | -12.5% | +20.0% | -32.4% | -17.9% |
| All | +22.0% | +65.1% | -43.1% | +3.5% |
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