-86.3%
SPXU vs LH
+27.0%
-113.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -1.0% |
| 7D | +2.5% | -4.7% | +7.2% | -1.9% |
| 30D | +4.2% | -3.5% | +7.7% | +1.0% |
| 3M | -9.3% | +17.7% | -27.0% | +6.3% |
| 6M | -30.7% | +15.8% | -46.5% | -19.5% |
| YTD | -28.1% | +25.1% | -53.2% | -9.5% |
| 1Y | -35.2% | +12.5% | -47.7% | -26.8% |
| 3Y | -79.9% | +59.8% | -139.7% | -62.9% |
| All | -86.3% | +27.0% | -113.3% | -74.9% |
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