+763.1%
PM vs LH
+441.8%
+321.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -4.9% | -2.5% | -2.4% | -4.0% |
| 30D | -3.4% | +4.3% | -7.7% | -4.9% |
| 3M | +5.2% | +25.5% | -20.4% | -3.1% |
| 6M | +3.7% | +17.0% | -13.3% | -2.3% |
| YTD | +15.8% | +31.3% | -15.5% | +4.4% |
| 1Y | +17.4% | +20.0% | -2.6% | +9.1% |
| 3Y | +116.9% | +63.9% | +53.1% | +76.7% |
| 5Y | +117.3% | +30.9% | +86.5% | +88.8% |
| 10Y | +193.8% | +191.4% | +2.4% | +72.3% |
| All | +763.1% | +441.8% | +321.3% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling