+517.6%
SPMO vs LH
+183.3%
+334.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -0.9% | -4.7% | +3.8% | +0.7% |
| 30D | -1.9% | -3.5% | +1.6% | -0.8% |
| 3M | -1.4% | +17.7% | -19.1% | -7.3% |
| 6M | +25.5% | +15.8% | +9.7% | +18.3% |
| YTD | +24.8% | +25.1% | -0.3% | +14.0% |
| 1Y | +24.5% | +12.5% | +12.0% | +17.8% |
| 3Y | +157.1% | +59.8% | +97.4% | +109.2% |
| 5Y | +149.5% | +27.1% | +122.4% | +118.5% |
| All | +517.6% | +183.3% | +334.3% | +289.8% |
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 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