+21.5%
SW vs LH
+45.8%
-24.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.0% |
| 7D | +12.1% | +2.1% | +10.0% | +11.4% |
| 30D | +6.6% | +19.2% | -12.6% | +0.4% |
| 3M | -6.0% | +18.0% | -24.0% | -11.4% |
| 6M | +21.5% | +46.1% | -24.6% | +2.4% |
| All | +21.5% | +45.8% | -24.3% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling