+1,632.9%
PBR vs LH
+1,382.9%
+249.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | +19.4% | +2.0% | +17.4% | +18.4% |
| 3M | +20.8% | +24.3% | -3.5% | +10.8% |
| 6M | +23.5% | +21.1% | +2.4% | +13.9% |
| YTD | +83.4% | +30.4% | +52.9% | +64.1% |
| 1Y | +77.6% | +18.4% | +59.2% | +64.3% |
| 3Y | +99.9% | +65.5% | +34.4% | +59.5% |
| 5Y | +567.7% | +29.9% | +537.9% | +471.8% |
| 10Y | +621.5% | +186.6% | +434.9% | +340.1% |
| All | +1,632.9% | +1,382.9% | +249.9% | +834.4% |
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