+39.5%
PL vs LH
+71.6%
-32.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | +10.0% | +1.1% | +9.0% | +9.6% |
| 30D | -2.3% | +16.7% | -19.0% | -9.8% |
| 3M | -44.2% | +15.1% | -59.3% | -48.2% |
| 6M | -66.1% | +46.3% | -112.4% | -72.5% |
| YTD | -30.0% | +48.8% | -78.7% | -44.3% |
| 1Y | +21.0% | +39.7% | -18.7% | 0.0% |
| 3Y | +516.5% | +87.0% | +429.5% | +327.5% |
| 5Y | +32.0% | +53.0% | -21.0% | -7.6% |
| All | +39.5% | +71.6% | -32.1% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling