-4.8%
PEP vs LH
+86.6%
-91.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | +1.0% | +4.6% | -3.5% | -0.1% |
| 30D | +12.6% | +19.1% | -6.5% | +7.4% |
| 3M | +3.1% | +16.7% | -13.6% | -1.2% |
| 6M | -6.3% | +47.0% | -53.3% | -16.1% |
| YTD | +1.9% | +49.3% | -47.4% | -9.3% |
| 1Y | +3.3% | +48.6% | -45.3% | -8.0% |
| 3Y | -4.8% | +87.8% | -92.7% | -20.3% |
| All | -4.8% | +86.6% | -91.4% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling