+311.2%
SPY vs LH
+179.1%
+132.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.0% |
| 7D | -2.0% | -7.4% | +5.4% | +0.8% |
| 30D | -1.7% | -4.6% | +2.9% | 0.0% |
| 3M | +4.7% | +14.5% | -9.8% | -0.8% |
| 6M | +12.5% | +14.8% | -2.3% | +6.2% |
| YTD | +11.7% | +23.3% | -11.5% | +2.3% |
| 1Y | +17.5% | +13.6% | +3.9% | +10.6% |
| 3Y | +76.6% | +56.3% | +20.2% | +44.2% |
| 5Y | +82.0% | +25.2% | +56.8% | +59.8% |
| All | +311.2% | +179.1% | +132.1% | +152.6% |
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 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