+35.2%
PFE vs LH
+185.6%
-150.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | -4.3% | -3.2% | -1.1% | -3.3% |
| 30D | +2.7% | +0.1% | +2.5% | +2.6% |
| 3M | +10.0% | +18.6% | -8.7% | +3.8% |
| 6M | +7.2% | +17.9% | -10.8% | +1.2% |
| YTD | +17.3% | +28.9% | -11.6% | +7.5% |
| 1Y | +20.3% | +16.6% | +3.7% | +13.6% |
| 3Y | -1.6% | +63.6% | -65.2% | -17.3% |
| 5Y | -21.4% | +30.0% | -51.4% | -30.0% |
| 10Y | +35.2% | +191.9% | -156.7% | -10.4% |
| All | +35.2% | +185.6% | -150.4% | -10.4% |
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