+89.6%
PEP vs LH
+267.5%
-177.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +4.6% | +4.8% | -0.2% | +3.2% |
| 30D | +14.0% | +18.8% | -4.8% | +8.1% |
| 3M | +5.4% | +15.7% | -10.3% | +0.6% |
| 6M | -5.1% | +46.7% | -51.8% | -15.9% |
| YTD | +3.1% | +48.9% | -45.8% | -9.2% |
| 1Y | +4.8% | +43.5% | -38.7% | -6.7% |
| 3Y | -4.1% | +86.9% | -91.0% | -22.1% |
| 5Y | +3.0% | +60.4% | -57.4% | -13.7% |
| 10Y | +89.6% | +260.7% | -171.1% | +20.7% |
| All | +89.6% | +267.5% | -177.9% | +20.7% |
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