+755.0%
SW vs LH
+443.7%
+311.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -5.1% | -2.5% | -2.6% | -4.7% |
| 30D | -4.6% | +4.3% | -8.9% | -5.2% |
| 3M | +9.4% | +25.5% | -16.1% | +5.6% |
| 6M | +3.5% | +17.0% | -13.5% | +1.0% |
| YTD | +22.0% | +31.3% | -9.2% | +17.1% |
| 1Y | +2.2% | +20.0% | -17.8% | -0.7% |
| 3Y | +19.6% | +63.9% | -44.3% | +11.6% |
| 5Y | -2.3% | +30.9% | -33.2% | -7.4% |
| 10Y | +181.4% | +191.4% | -10.0% | +146.8% |
| All | +755.0% | +443.7% | +311.3% | +668.9% |
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