+39.5%
PL vs LH
+64.6%
-25.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.6% | +4.8% | +0.8% | +3.1% |
| 30D | -16.9% | +18.8% | -35.8% | -24.5% |
| 3M | -38.2% | +15.7% | -53.9% | -43.1% |
| 6M | -63.4% | +46.7% | -110.1% | -70.8% |
| YTD | -27.6% | +48.9% | -76.6% | -43.4% |
| 1Y | +6.6% | +43.5% | -36.9% | -14.8% |
| 3Y | +557.6% | +86.9% | +470.7% | +341.1% |
| 5Y | +39.5% | +60.4% | -20.9% | -10.0% |
| All | +39.5% | +64.6% | -25.1% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling