+1,434.4%
SRE vs LH
+7,766.4%
-6,331.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | -3.0% | +16.7% | -19.7% | -5.7% |
| 3M | -7.3% | +15.1% | -22.3% | -9.7% |
| 6M | -11.9% | +46.3% | -58.2% | -17.9% |
| YTD | -7.9% | +48.8% | -56.6% | -14.5% |
| 1Y | -11.1% | +39.7% | -50.9% | -16.6% |
| 3Y | +24.8% | +87.0% | -62.2% | +10.9% |
| 5Y | +52.4% | +53.0% | -0.6% | +39.0% |
| 10Y | +127.9% | +264.3% | -136.5% | +79.7% |
| All | +1,434.4% | +7,766.4% | -6,331.9% | +945.9% |
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 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