+21,162.0%
PH vs LH
+1,382.1%
+19,779.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | -3.2% | +4.3% | -7.6% | -4.0% |
| 3M | +10.6% | +25.5% | -14.9% | +6.0% |
| 6M | -2.1% | +17.0% | -19.1% | -5.0% |
| YTD | +10.2% | +31.3% | -21.1% | +4.7% |
| 1Y | +28.2% | +20.0% | +8.3% | +23.6% |
| 3Y | +134.9% | +63.9% | +71.0% | +113.5% |
| 5Y | +253.6% | +30.9% | +222.8% | +232.8% |
| 10Y | +804.7% | +191.4% | +613.3% | +647.6% |
| All | +21,162.0% | +1,382.1% | +19,779.9% | +14,256.5% |
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