-30.6%
SPXU vs LH
+44.2%
-74.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.8% | -3.6% |
| 7D | +2.2% | +2.1% | +0.1% | +3.0% |
| 30D | +3.8% | +19.2% | -15.4% | +9.6% |
| 3M | +3.3% | +18.0% | -14.7% | +8.9% |
| 6M | -16.7% | +46.1% | -62.8% | -5.2% |
| YTD | -28.6% | +47.7% | -76.3% | -17.6% |
| 1Y | -30.6% | +47.2% | -77.8% | -19.2% |
| All | -30.6% | +44.2% | -74.8% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling