+561.6%
SPYG vs LH
+1,229.2%
-667.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -1.6% | +2.0% | -3.6% | -2.2% |
| 3M | +3.4% | +24.3% | -20.9% | -3.9% |
| 6M | +18.9% | +21.1% | -2.2% | +11.3% |
| YTD | +13.8% | +30.4% | -16.7% | +3.7% |
| 1Y | +20.6% | +18.4% | +2.2% | +13.0% |
| 3Y | +100.5% | +65.5% | +35.0% | +66.2% |
| 5Y | +84.6% | +29.9% | +54.7% | +64.0% |
| 10Y | +410.8% | +186.6% | +224.2% | +240.0% |
| All | +561.6% | +1,229.2% | -667.6% | +197.4% |
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