-4.7%
PEG vs LH
+41.3%
-46.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.4% |
| 30D | +7.5% | +16.7% | -9.2% | +5.7% |
| 3M | +0.8% | +15.1% | -14.2% | -0.8% |
| 6M | 0.0% | +46.3% | -46.3% | -5.3% |
| YTD | -3.0% | +48.8% | -51.8% | -8.3% |
| 1Y | -4.7% | +39.7% | -44.4% | -9.1% |
| All | -4.7% | +41.3% | -46.1% | -9.1% |
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