+3,298.7%
PEP vs LH
+1,585.8%
+1,712.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.2% |
| 7D | +1.0% | +4.6% | -3.5% | +0.5% |
| 30D | +12.6% | +19.1% | -6.5% | +10.1% |
| 3M | +3.1% | +16.7% | -13.6% | +1.1% |
| 6M | -6.3% | +47.0% | -53.3% | -10.8% |
| YTD | +1.9% | +49.3% | -47.4% | -3.3% |
| 1Y | +3.3% | +48.6% | -45.3% | -1.9% |
| 3Y | -4.8% | +87.8% | -92.7% | -12.5% |
| 5Y | +2.0% | +65.0% | -63.0% | -5.2% |
| 10Y | +80.3% | +275.0% | -194.7% | +51.0% |
| All | +3,298.7% | +1,585.8% | +1,712.9% | +2,015.6% |
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