-100.0%
SPXS vs LH
+524.0%
-624.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +0.9% |
| 7D | -1.5% | -0.8% | -0.7% | -2.5% |
| 30D | +3.7% | +2.0% | +1.7% | +6.3% |
| 3M | -9.6% | +24.3% | -33.8% | +18.4% |
| 6M | -32.4% | +21.1% | -53.5% | -13.6% |
| YTD | -28.7% | +30.4% | -59.1% | +0.2% |
| 1Y | -38.1% | +18.4% | -56.5% | -23.1% |
| 3Y | -80.1% | +65.5% | -145.6% | -57.7% |
| 5Y | -85.9% | +29.9% | -115.8% | -73.8% |
| 10Y | -99.5% | +186.6% | -286.2% | -94.9% |
| All | -100.0% | +524.0% | -624.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling