+125.1%
PM vs LH
+31.3%
+93.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -2.6% | +2.0% | -4.6% | -3.0% |
| 3M | +5.8% | +24.3% | -18.5% | +0.9% |
| 6M | +10.6% | +21.1% | -10.5% | +5.8% |
| YTD | +17.2% | +30.4% | -13.3% | +10.2% |
| 1Y | +17.6% | +18.4% | -0.7% | +13.0% |
| 3Y | +124.3% | +65.5% | +58.8% | +97.0% |
| 5Y | +125.1% | +29.9% | +95.2% | +112.1% |
| All | +125.1% | +31.3% | +93.8% | +112.1% |
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