+81.4%
PEP vs LH
+189.0%
-107.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.7% | +2.0% | -1.3% | 0.0% |
| 3M | -0.5% | +24.3% | -24.8% | -6.9% |
| 6M | -11.3% | +21.1% | -32.4% | -16.5% |
| YTD | -0.6% | +30.4% | -31.0% | -8.5% |
| 1Y | +1.7% | +18.4% | -16.7% | -3.9% |
| 3Y | -12.5% | +65.5% | -77.9% | -25.9% |
| 5Y | +3.9% | +29.9% | -26.0% | -6.7% |
| All | +81.4% | +189.0% | -107.6% | +22.3% |
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