+231.7%
SPOT vs LH
+63.5%
+168.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -6.5% | -3.2% | -3.3% | -5.8% |
| 30D | +2.2% | +0.1% | +2.0% | +2.1% |
| 3M | +5.4% | +18.6% | -13.2% | +1.7% |
| 6M | -4.0% | +17.9% | -21.9% | -7.4% |
| YTD | -9.9% | +28.9% | -38.9% | -14.1% |
| 1Y | -27.3% | +16.6% | -43.9% | -29.5% |
| All | +231.7% | +63.5% | +168.2% | +214.2% |
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 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