+125.0%
SU vs LH
+58.7%
+66.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +2.2% | -4.7% | +6.9% | +2.6% |
| 30D | +8.4% | -3.5% | +11.9% | +8.7% |
| 3M | +12.1% | +17.7% | -5.6% | +10.3% |
| 6M | +19.7% | +15.8% | +3.9% | +17.8% |
| YTD | +58.4% | +25.1% | +33.3% | +54.1% |
| 1Y | +67.2% | +12.5% | +54.7% | +65.1% |
| 3Y | +125.0% | +59.8% | +65.3% | +108.6% |
| All | +125.0% | +58.7% | +66.4% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling