+49.3%
SW vs LH
+78.8%
-29.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +4.7% | -1.3% | +6.0% | +5.2% |
| 30D | +5.0% | +16.6% | -11.5% | -2.0% |
| 3M | -7.3% | +16.0% | -23.3% | -13.5% |
| 6M | +15.0% | +42.0% | -27.0% | -2.1% |
| YTD | +18.5% | +45.9% | -27.4% | -0.4% |
| 1Y | +27.1% | +46.4% | -19.3% | +6.7% |
| All | +49.3% | +78.8% | -29.5% | +20.3% |
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