+66,038.6%
SU vs LH
+1,355.8%
+64,682.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.9% |
| 7D | +1.6% | -3.2% | +4.8% | +2.2% |
| 30D | +10.7% | +0.1% | +10.6% | +10.7% |
| 3M | +13.5% | +18.6% | -5.1% | +9.6% |
| 6M | +21.8% | +17.9% | +3.9% | +17.4% |
| YTD | +58.8% | +28.9% | +29.9% | +50.4% |
| 1Y | +72.0% | +16.6% | +55.4% | +65.8% |
| 3Y | +121.7% | +63.6% | +58.2% | +98.3% |
| 5Y | +350.4% | +30.0% | +320.4% | +316.9% |
| 10Y | +264.7% | +191.9% | +72.7% | +184.5% |
| All | +66,038.6% | +1,355.8% | +64,682.8% | +35,722.6% |
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 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