+307.8%
SPY vs LH
+261.9%
+46.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | -2.0% | +16.7% | -18.7% | -7.6% |
| 3M | -2.8% | +15.1% | -17.9% | -8.1% |
| 6M | +2.1% | +46.3% | -44.2% | -12.2% |
| YTD | +11.5% | +48.8% | -37.3% | -5.2% |
| 1Y | +13.5% | +39.7% | -26.2% | -1.2% |
| 3Y | +77.7% | +87.0% | -9.3% | +35.2% |
| 5Y | +72.6% | +53.0% | +19.6% | +40.1% |
| All | +307.8% | +261.9% | +46.0% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling