+5.2%
SSPC vs LH
+38.7%
-33.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.9% | +3.9% | +8.9% |
| 7D | +11.8% | +2.1% | +9.7% | +12.0% |
| 30D | +44.7% | +19.2% | +25.6% | +58.3% |
| 3M | -40.7% | +18.0% | -58.7% | -32.4% |
| All | +5.2% | +38.7% | -33.6% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling