+42,164.7%
PAYX vs LH
+1,291.7%
+40,873.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.1% |
| 7D | -7.9% | -7.4% | -0.5% | -6.7% |
| 30D | -5.0% | -4.6% | -0.5% | -4.3% |
| 3M | +15.1% | +14.5% | +0.6% | +12.4% |
| 6M | +23.9% | +14.8% | +9.1% | +20.8% |
| YTD | +6.2% | +23.3% | -17.1% | +2.1% |
| 1Y | -9.6% | +13.6% | -23.2% | -11.9% |
| 3Y | +5.8% | +56.3% | -50.5% | -2.7% |
| 5Y | +22.0% | +25.2% | -3.3% | +15.9% |
| 10Y | +165.1% | +179.1% | -14.0% | +120.3% |
| All | +42,164.7% | +1,291.7% | +40,873.0% | +25,230.4% |
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 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