+3,017.7%
SPY vs LH
+1,033.0%
+1,984.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +4.8% | -5.4% | -1.4% |
| 30D | -3.7% | +18.8% | -22.5% | -6.5% |
| 3M | -2.7% | +15.7% | -18.4% | -5.3% |
| 6M | +2.2% | +46.7% | -44.5% | -4.6% |
| YTD | +10.8% | +48.9% | -38.1% | +3.1% |
| 1Y | +11.2% | +43.5% | -32.2% | +4.1% |
| 3Y | +76.5% | +86.9% | -10.4% | +57.1% |
| 5Y | +72.9% | +60.4% | +12.5% | +57.2% |
| 10Y | +304.8% | +260.7% | +44.1% | +220.6% |
| All | +3,017.7% | +1,033.0% | +1,984.8% | +1,842.3% |
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