+13.4%
PG vs LH
+27.0%
-13.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -0.8% | -4.7% | +3.9% | +0.3% |
| 30D | +0.8% | -3.5% | +4.3% | +1.6% |
| 3M | -1.3% | +17.7% | -19.0% | -5.1% |
| 6M | -3.8% | +15.8% | -19.6% | -7.2% |
| YTD | +3.6% | +25.1% | -21.5% | -1.7% |
| 1Y | -5.7% | +12.5% | -18.2% | -8.7% |
| 3Y | +1.6% | +59.8% | -58.2% | -9.6% |
| All | +13.4% | +27.0% | -13.6% | +4.4% |
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 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