+828.4%
SPYM vs LH
+709.7%
+118.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +0.1% | -2.5% | +2.6% | +1.1% |
| 30D | +0.1% | +4.3% | -4.3% | -1.6% |
| 3M | +2.0% | +25.5% | -23.5% | -7.0% |
| 6M | +13.1% | +17.0% | -3.9% | +5.8% |
| YTD | +13.6% | +31.3% | -17.6% | +1.3% |
| 1Y | +20.1% | +20.0% | +0.1% | +10.4% |
| 3Y | +77.6% | +63.9% | +13.7% | +41.8% |
| 5Y | +82.5% | +30.9% | +51.7% | +57.2% |
| 10Y | +317.6% | +191.4% | +126.2% | +143.3% |
| All | +828.4% | +709.7% | +118.8% | +261.6% |
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