+17.5%
SPY vs LH
+11.8%
+5.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.2% |
| 7D | -2.0% | -7.4% | +5.4% | -1.3% |
| 30D | -1.7% | -4.6% | +2.9% | -1.2% |
| 3M | +4.7% | +14.5% | -9.8% | +3.6% |
| 6M | +12.5% | +14.8% | -2.3% | +11.2% |
| YTD | +11.7% | +23.3% | -11.5% | +9.9% |
| 1Y | +17.5% | +13.6% | +3.9% | +15.8% |
| All | +17.5% | +11.8% | +5.7% | +15.8% |
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