+20.4%
PFE vs LH
+11.8%
+8.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.8% |
| 7D | -4.0% | -7.4% | +3.4% | -2.0% |
| 30D | +3.9% | -4.6% | +8.5% | +5.2% |
| 3M | +9.9% | +14.5% | -4.6% | +5.7% |
| 6M | +5.3% | +14.8% | -9.5% | +1.2% |
| YTD | +16.8% | +23.3% | -6.5% | +10.0% |
| 1Y | +20.4% | +13.6% | +6.8% | +14.9% |
| All | +20.4% | +11.8% | +8.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling