+743.1%
SW vs LH
+511.8%
+231.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.5% |
| 7D | +12.1% | +2.1% | +10.0% | +11.7% |
| 30D | +6.6% | +19.2% | -12.6% | +3.6% |
| 3M | -6.0% | +18.0% | -24.0% | -8.6% |
| 6M | +21.5% | +46.1% | -24.6% | +14.4% |
| YTD | +20.3% | +47.7% | -27.4% | +13.2% |
| 1Y | +28.1% | +47.2% | -19.1% | +20.6% |
| 3Y | +51.6% | +81.2% | -29.6% | +39.0% |
| 5Y | -0.1% | +58.8% | -59.0% | -7.8% |
| 10Y | +189.7% | +270.4% | -80.7% | +148.1% |
| All | +743.1% | +511.8% | +231.3% | +643.2% |
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