+3,196.9%
PEP vs LH
+1,382.1%
+1,814.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.4% | -2.5% | +1.1% | -1.1% |
| 30D | +0.2% | +4.3% | -4.1% | -0.3% |
| 3M | -1.1% | +25.5% | -26.6% | -3.9% |
| 6M | -13.5% | +17.0% | -30.4% | -15.3% |
| YTD | -1.2% | +31.3% | -32.4% | -4.6% |
| 1Y | -1.6% | +20.0% | -21.5% | -3.9% |
| 3Y | -12.5% | +63.9% | -76.4% | -18.1% |
| 5Y | +3.0% | +30.9% | -27.8% | -1.5% |
| 10Y | +73.9% | +191.4% | -117.5% | +49.8% |
| All | +3,196.9% | +1,382.1% | +1,814.8% | +1,987.7% |
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 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