+48.3%
SRE vs LH
+23.7%
+24.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.2% |
| 7D | -0.7% | -7.4% | +6.7% | +1.7% |
| 30D | -1.7% | -4.6% | +2.9% | -0.4% |
| 3M | -7.1% | +14.5% | -21.6% | -11.4% |
| 6M | -8.4% | +14.8% | -23.2% | -12.9% |
| YTD | -3.5% | +23.3% | -26.8% | -10.5% |
| 1Y | +5.4% | +13.6% | -8.2% | +0.2% |
| 3Y | +29.5% | +56.3% | -26.8% | +9.7% |
| 5Y | +48.3% | +25.2% | +23.1% | +29.9% |
| All | +48.3% | +23.7% | +24.6% | +29.9% |
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 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