+143.7%
PEG vs LH
+179.1%
-35.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.2% |
| 7D | -0.9% | -7.4% | +6.5% | +1.5% |
| 30D | -2.8% | -4.6% | +1.8% | -1.4% |
| 3M | -6.9% | +14.5% | -21.4% | -11.2% |
| 6M | -11.4% | +14.8% | -26.2% | -15.6% |
| YTD | -7.4% | +23.3% | -30.6% | -14.0% |
| 1Y | -8.3% | +13.6% | -21.9% | -12.7% |
| 3Y | +31.5% | +56.3% | -24.8% | +11.0% |
| 5Y | +38.0% | +25.2% | +12.7% | +23.3% |
| All | +143.7% | +179.1% | -35.4% | +53.8% |
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