+72.9%
PBR vs LH
+44.2%
+28.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.9% | -6.5% |
| 7D | -11.0% | +2.1% | -13.1% | -10.7% |
| 30D | -18.8% | +19.2% | -37.9% | -17.5% |
| 3M | +7.8% | +18.0% | -10.2% | +9.4% |
| 6M | -7.6% | +46.1% | -53.7% | -6.9% |
| YTD | +72.7% | +47.7% | +25.0% | +67.8% |
| 1Y | +72.9% | +47.2% | +25.7% | +68.7% |
| All | +72.9% | +44.2% | +28.7% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling