+21,060.2%
PH vs LH
+1,588.1%
+19,472.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +7.4% | +2.5% | +4.9% | +6.9% |
| 30D | +0.5% | +18.7% | -18.2% | -2.7% |
| 3M | -10.2% | +15.3% | -25.6% | -12.7% |
| 6M | +8.9% | +45.4% | -36.5% | +1.4% |
| YTD | +9.7% | +49.5% | -39.8% | +1.6% |
| 1Y | +12.8% | +41.4% | -28.6% | +5.5% |
| 3Y | +134.6% | +87.6% | +47.0% | +107.8% |
| 5Y | +204.5% | +53.8% | +150.8% | +178.0% |
| 10Y | +697.5% | +266.2% | +431.4% | +534.9% |
| All | +21,060.2% | +1,588.1% | +19,472.1% | +13,827.0% |
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