+662.0%
PBR vs LH
+183.3%
+478.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.5% |
| 7D | +5.4% | -4.7% | +10.1% | +7.5% |
| 30D | +22.9% | -3.5% | +26.4% | +24.6% |
| 3M | +19.6% | +17.7% | +1.9% | +10.5% |
| 6M | +16.5% | +15.8% | +0.7% | +7.8% |
| YTD | +86.7% | +25.1% | +61.6% | +66.2% |
| 1Y | +74.7% | +12.5% | +62.2% | +62.8% |
| 3Y | +102.6% | +59.8% | +42.8% | +54.8% |
| 5Y | +566.6% | +27.1% | +539.5% | +458.4% |
| All | +662.0% | +183.3% | +478.7% | +279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling