-20.2%
PFE vs LH
+63.0%
-83.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -1.0% |
| 7D | -4.7% | +4.6% | -9.3% | -6.2% |
| 30D | +3.4% | +19.1% | -15.8% | -3.1% |
| 3M | +9.2% | +16.7% | -7.5% | +3.0% |
| 6M | +15.8% | +47.0% | -31.2% | 0.0% |
| YTD | +23.4% | +49.3% | -25.9% | +5.7% |
| 1Y | +25.8% | +48.6% | -22.8% | +7.9% |
| 3Y | +17.8% | +87.8% | -70.0% | -8.3% |
| 5Y | -20.2% | +65.0% | -85.2% | -33.5% |
| All | -20.2% | +63.0% | -83.2% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling