+572.2%
PBR vs LH
+23.7%
+548.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.8% |
| 7D | +4.2% | -7.4% | +11.6% | +5.3% |
| 30D | +22.7% | -4.6% | +27.3% | +23.5% |
| 3M | +21.5% | +14.5% | +7.0% | +18.8% |
| 6M | +24.0% | +14.8% | +9.2% | +20.9% |
| YTD | +88.2% | +23.3% | +65.0% | +81.1% |
| 1Y | +74.8% | +13.6% | +61.2% | +70.4% |
| 3Y | +105.1% | +56.3% | +48.8% | +87.4% |
| 5Y | +572.2% | +25.2% | +547.0% | +547.7% |
| All | +572.2% | +23.7% | +548.6% | +547.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling