+12.8%
PH vs LH
+41.7%
-28.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +7.4% | +2.5% | +4.9% | +6.8% |
| 30D | +0.5% | +18.7% | -18.2% | -4.0% |
| 3M | -10.2% | +15.3% | -25.6% | -13.5% |
| 6M | +8.9% | +45.4% | -36.5% | -4.1% |
| YTD | +9.7% | +49.5% | -39.8% | -5.8% |
| 1Y | +12.8% | +41.4% | -28.6% | +0.7% |
| All | +12.8% | +41.7% | -28.8% | +0.7% |
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