-20.7%
PFE vs LH
+31.5%
-52.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.8% |
| 7D | +1.8% | -2.5% | +4.2% | +2.6% |
| 30D | +10.2% | +4.3% | +5.9% | +8.6% |
| 3M | +12.7% | +25.5% | -12.8% | +3.7% |
| 6M | +10.5% | +17.0% | -6.4% | +4.2% |
| YTD | +20.2% | +31.3% | -11.1% | +8.4% |
| 1Y | +24.1% | +20.0% | +4.1% | +15.4% |
| 3Y | -3.6% | +63.9% | -67.4% | -20.3% |
| All | -20.7% | +31.5% | -52.2% | -29.9% |
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 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