+7.0%
PAYX vs LH
+58.7%
-51.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -4.9% | -4.7% | -0.2% | -3.4% |
| 30D | -3.8% | -3.5% | -0.3% | -2.7% |
| 3M | +17.9% | +17.7% | +0.2% | +11.4% |
| 6M | +26.1% | +15.8% | +10.3% | +19.7% |
| YTD | +6.7% | +25.1% | -18.4% | -1.7% |
| 1Y | -10.7% | +12.5% | -23.3% | -14.9% |
| 3Y | +7.0% | +59.8% | -52.8% | -8.0% |
| All | +7.0% | +58.7% | -51.7% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling