+3,047.6%
SPY vs LH
+1,037.3%
+2,010.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.3% | +2.5% | +0.8% | +2.9% |
| 30D | -2.7% | +18.7% | -21.4% | -5.6% |
| 3M | -1.7% | +15.3% | -17.1% | -4.2% |
| 6M | +3.1% | +45.4% | -42.3% | -3.6% |
| YTD | +11.9% | +49.5% | -37.6% | +4.0% |
| 1Y | +12.0% | +41.4% | -29.4% | +5.1% |
| 3Y | +78.2% | +87.6% | -9.5% | +58.5% |
| 5Y | +73.2% | +53.8% | +19.5% | +58.5% |
| 10Y | +309.6% | +266.2% | +43.5% | +223.8% |
| All | +3,047.6% | +1,037.3% | +2,010.3% | +1,859.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling