+16.8%
PM vs LH
+16.9%
-0.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | +4.9% | +18.6% | -13.7% | +0.5% |
| 6M | +9.0% | +17.9% | -8.9% | +4.5% |
| YTD | +17.8% | +28.9% | -11.2% | +9.4% |
| 1Y | +16.8% | +16.6% | +0.2% | +13.6% |
| All | +16.8% | +16.9% | -0.1% | +13.6% |
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