+5.1%
SPGI vs LH
+31.3%
-26.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -2.5% | -0.8% | -1.6% | -2.2% |
| 30D | +5.4% | +2.0% | +3.4% | +4.5% |
| 3M | +9.0% | +24.3% | -15.2% | -0.4% |
| 6M | +0.8% | +21.1% | -20.3% | -7.1% |
| YTD | -12.6% | +30.4% | -43.0% | -22.4% |
| 1Y | -16.1% | +18.4% | -34.5% | -22.6% |
| 3Y | +19.0% | +65.5% | -46.5% | -7.7% |
| 5Y | +5.1% | +29.9% | -24.8% | -9.3% |
| All | +5.1% | +31.3% | -26.2% | -9.3% |
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