+730.4%
SW vs LH
+504.3%
+226.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +4.7% | -1.3% | +6.0% | +4.9% |
| 30D | +5.0% | +16.6% | -11.5% | +2.4% |
| 3M | -7.3% | +16.0% | -23.3% | -9.6% |
| 6M | +15.0% | +42.0% | -27.0% | +8.8% |
| YTD | +18.5% | +45.9% | -27.4% | +11.7% |
| 1Y | +27.1% | +46.4% | -19.3% | +19.8% |
| 3Y | +49.3% | +79.0% | -29.6% | +37.2% |
| 5Y | -1.6% | +62.3% | -63.9% | -9.3% |
| 10Y | +185.4% | +265.9% | -80.5% | +144.8% |
| All | +730.4% | +504.3% | +226.1% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling