-100.0%
SQQQ vs LH
+464.7%
-564.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | -0.5% |
| 7D | -2.7% | -3.2% | +0.5% | -6.3% |
| 30D | +2.4% | +0.1% | +2.3% | +2.6% |
| 3M | -8.0% | +18.6% | -26.6% | +11.8% |
| 6M | -43.9% | +17.9% | -61.9% | -32.1% |
| YTD | -42.2% | +28.9% | -71.2% | -22.1% |
| 1Y | -51.8% | +16.6% | -68.4% | -42.6% |
| 3Y | -89.7% | +63.6% | -153.3% | -79.3% |
| 5Y | -94.7% | +30.0% | -124.7% | -90.0% |
| 10Y | -100.0% | +191.9% | -291.9% | -99.7% |
| All | -100.0% | +464.7% | -564.7% | -100.0% |
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