-8.3%
PEG vs LH
+11.8%
-20.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.5% |
| 7D | -0.9% | -7.4% | +6.5% | +0.3% |
| 30D | -2.8% | -4.6% | +1.8% | -2.1% |
| 3M | -6.9% | +14.5% | -21.4% | -9.5% |
| 6M | -11.4% | +14.8% | -26.2% | -14.1% |
| YTD | -7.4% | +23.3% | -30.6% | -11.6% |
| 1Y | -8.3% | +13.6% | -21.9% | -9.9% |
| All | -8.3% | +11.8% | -20.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling