+4,014.4%
PG vs LH
+1,291.7%
+2,722.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.7% |
| 7D | -2.7% | -7.4% | +4.7% | -1.9% |
| 30D | -1.5% | -4.6% | +3.0% | -1.1% |
| 3M | -3.4% | +14.5% | -17.9% | -4.7% |
| 6M | -7.0% | +14.8% | -21.8% | -8.3% |
| YTD | +2.0% | +23.3% | -21.3% | -0.2% |
| 1Y | -6.5% | +13.6% | -20.1% | -7.8% |
| 3Y | +1.2% | +56.3% | -55.2% | -3.7% |
| 5Y | +12.8% | +25.2% | -12.4% | +9.2% |
| 10Y | +117.7% | +179.1% | -61.4% | +93.5% |
| All | +4,014.4% | +1,291.7% | +2,722.7% | +2,959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling