+19.6%
SW vs LH
+64.2%
-44.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -5.1% | -2.5% | -2.6% | -4.0% |
| 30D | -4.6% | +4.3% | -8.9% | -6.4% |
| 3M | +9.4% | +25.5% | -16.1% | -1.3% |
| 6M | +3.5% | +17.0% | -13.5% | -3.7% |
| YTD | +22.0% | +31.3% | -9.2% | +8.0% |
| 1Y | +2.2% | +20.0% | -17.8% | -6.4% |
| All | +19.6% | +64.2% | -44.7% | -2.0% |
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