-2.3%
SW vs LH
+31.5%
-33.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -5.1% | -2.5% | -2.6% | -4.3% |
| 30D | -4.6% | +4.3% | -8.9% | -6.0% |
| 3M | +9.4% | +25.5% | -16.1% | +1.2% |
| 6M | +3.5% | +17.0% | -13.5% | -2.0% |
| YTD | +22.0% | +31.3% | -9.2% | +11.3% |
| 1Y | +2.2% | +20.0% | -17.8% | -4.2% |
| 3Y | +19.6% | +63.9% | -44.3% | +3.3% |
| All | -2.3% | +31.5% | -33.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling