+82.6%
SPYM vs LH
+23.7%
+58.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.8% |
| 7D | -2.0% | -7.4% | +5.4% | +0.4% |
| 30D | -1.6% | -4.6% | +3.0% | -0.3% |
| 3M | +4.7% | +14.5% | -9.8% | 0.0% |
| 6M | +12.6% | +14.8% | -2.2% | +7.2% |
| YTD | +11.8% | +23.3% | -11.5% | +3.6% |
| 1Y | +17.5% | +13.6% | +3.9% | +11.7% |
| 3Y | +77.0% | +56.3% | +20.6% | +47.1% |
| 5Y | +82.6% | +25.2% | +57.4% | +59.7% |
| All | +82.6% | +23.7% | +58.9% | +59.7% |
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