+318.0%
SPYM vs LH
+183.3%
+134.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -0.8% | -4.7% | +3.9% | +1.0% |
| 30D | -1.1% | -3.5% | +2.4% | +0.2% |
| 3M | +3.9% | +17.7% | -13.8% | -2.7% |
| 6M | +13.6% | +15.8% | -2.1% | +6.9% |
| YTD | +12.7% | +25.1% | -12.4% | +2.6% |
| 1Y | +17.6% | +12.5% | +5.1% | +11.1% |
| 3Y | +77.2% | +59.8% | +17.5% | +43.2% |
| 5Y | +84.1% | +27.1% | +57.1% | +60.6% |
| All | +318.0% | +183.3% | +134.8% | +152.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling