+182.7%
SW vs LH
+263.9%
-81.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | +6.8% | +17.5% | -10.7% | +2.9% |
| 3M | -5.2% | +16.1% | -21.3% | -8.5% |
| 6M | +7.4% | +43.4% | -35.9% | -1.0% |
| YTD | +17.4% | +47.2% | -29.8% | +7.6% |
| 1Y | +27.1% | +50.1% | -23.0% | +16.1% |
| 3Y | +47.9% | +81.2% | -33.3% | +30.5% |
| 5Y | -2.6% | +63.7% | -66.3% | -13.5% |
| All | +182.7% | +263.9% | -81.2% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling