+3,158.9%
PEG vs LH
+1,312.5%
+1,846.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.9% | -4.7% | +3.8% | -0.4% |
| 30D | -3.7% | -3.5% | -0.2% | -3.4% |
| 3M | -7.3% | +17.7% | -25.0% | -8.9% |
| 6M | -10.5% | +15.8% | -26.2% | -11.9% |
| YTD | -7.5% | +25.1% | -32.6% | -9.7% |
| 1Y | -8.7% | +12.5% | -21.2% | -10.0% |
| 3Y | +31.4% | +59.8% | -28.4% | +24.7% |
| 5Y | +37.8% | +27.1% | +10.7% | +33.2% |
| 10Y | +148.0% | +183.2% | -35.2% | +121.4% |
| All | +3,158.9% | +1,312.5% | +1,846.4% | +2,526.5% |
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