+110.6%
SPOT vs LH
+23.7%
+86.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.2% |
| 7D | -6.9% | -7.4% | +0.6% | -4.4% |
| 30D | +4.1% | -4.6% | +8.7% | +5.7% |
| 3M | +3.7% | +14.5% | -10.8% | -1.1% |
| 6M | -1.6% | +14.8% | -16.4% | -6.4% |
| YTD | -10.2% | +23.3% | -33.4% | -16.4% |
| 1Y | -25.9% | +13.6% | -39.5% | -29.4% |
| 3Y | +235.6% | +56.3% | +179.2% | +177.9% |
| 5Y | +110.6% | +25.2% | +85.4% | +73.6% |
| All | +110.6% | +23.7% | +86.9% | +73.6% |
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