+86.2%
SU vs LH
+44.2%
+41.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -4.2% |
| 7D | -7.1% | +2.1% | -9.2% | -6.9% |
| 30D | +4.8% | +19.2% | -14.4% | +6.3% |
| 3M | +12.5% | +18.0% | -5.5% | +14.1% |
| 6M | +6.5% | +46.1% | -39.6% | +9.6% |
| YTD | +65.8% | +47.7% | +18.1% | +67.5% |
| 1Y | +86.2% | +47.2% | +38.9% | +90.1% |
| All | +86.2% | +44.2% | +41.9% | +90.1% |
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 · 6 months rolling