+100.0%
PBR vs LH
+63.5%
+36.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +17.5% | +0.1% | +17.4% | +17.5% |
| 3M | +20.9% | +18.6% | +2.3% | +18.0% |
| 6M | +20.2% | +17.9% | +2.3% | +17.3% |
| YTD | +84.3% | +28.9% | +55.3% | +76.4% |
| 1Y | +77.1% | +16.6% | +60.5% | +72.6% |
| All | +100.0% | +63.5% | +36.5% | +78.2% |
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