+46.9%
PM vs LH
+44.2%
+2.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.4% | +1.1% |
| 7D | +4.3% | +2.1% | +2.2% | +4.0% |
| 30D | +11.5% | +19.2% | -7.7% | +8.9% |
| 3M | +13.0% | +18.0% | -5.0% | +10.3% |
| 6M | +25.9% | +46.1% | -20.2% | +18.0% |
| YTD | +34.0% | +47.7% | -13.7% | +23.3% |
| 1Y | +46.9% | +47.2% | -0.3% | +34.8% |
| All | +46.9% | +44.2% | +2.7% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling