+167.5%
PEG vs LH
+261.9%
-94.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +7.5% | +16.7% | -9.2% | +2.2% |
| 3M | +0.8% | +15.1% | -14.2% | -3.9% |
| 6M | 0.0% | +46.3% | -46.3% | -11.9% |
| YTD | -3.0% | +48.8% | -51.8% | -15.4% |
| 1Y | -4.7% | +39.7% | -44.4% | -15.2% |
| 3Y | +36.5% | +87.0% | -50.6% | +8.5% |
| 5Y | +44.4% | +53.0% | -8.6% | +20.8% |
| All | +167.5% | +261.9% | -94.4% | +55.6% |
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