+14,500.5%
PHM vs LH
+1,579.7%
+12,920.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | +16.1% | +16.7% | -0.6% | +11.9% |
| 3M | -2.5% | +15.1% | -17.6% | -5.8% |
| 6M | +12.9% | +46.3% | -33.4% | +3.1% |
| YTD | +9.0% | +48.8% | -39.8% | -0.8% |
| 1Y | +8.2% | +39.7% | -31.5% | -0.1% |
| 3Y | +58.4% | +87.0% | -28.6% | +36.5% |
| 5Y | +159.2% | +53.0% | +106.2% | +132.9% |
| 10Y | +676.9% | +264.3% | +412.5% | +485.0% |
| All | +14,500.5% | +1,579.7% | +12,920.8% | +8,292.2% |
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 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