+134.5%
PH vs LH
+86.5%
+48.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.3% | +1.1% | +3.3% | +4.0% |
| 30D | +0.1% | +16.7% | -16.6% | -5.3% |
| 3M | -9.4% | +15.1% | -24.5% | -14.0% |
| 6M | +8.8% | +46.3% | -37.6% | -6.1% |
| YTD | +9.6% | +48.8% | -39.1% | -6.2% |
| 1Y | +14.4% | +39.7% | -25.3% | +0.4% |
| 3Y | +134.5% | +87.0% | +47.5% | +80.2% |
| All | +134.5% | +86.5% | +48.1% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling