+81.7%
SPY vs LH
+28.2%
+53.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +3.7% | +18.6% | -14.9% | -2.1% |
| 6M | +13.0% | +17.9% | -4.9% | +6.7% |
| YTD | +12.4% | +28.9% | -16.5% | +2.6% |
| 1Y | +18.5% | +16.6% | +1.9% | +11.8% |
| 3Y | +77.6% | +63.6% | +14.1% | +45.2% |
| 5Y | +81.7% | +30.0% | +51.7% | +57.2% |
| All | +81.7% | +28.2% | +53.5% | +57.2% |
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 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