+826.4%
PM vs LH
+514.7%
+311.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -6.6% | +4.8% | -11.4% | -8.1% |
| 30D | -3.4% | +18.8% | -22.3% | -9.3% |
| 3M | +5.3% | +15.7% | -10.3% | -0.3% |
| 6M | +15.5% | +46.7% | -31.1% | +0.4% |
| YTD | +24.3% | +48.9% | -24.7% | +6.9% |
| 1Y | +29.7% | +43.5% | -13.8% | +13.0% |
| 3Y | +144.9% | +86.9% | +58.0% | +90.1% |
| 5Y | +159.0% | +60.4% | +98.6% | +108.3% |
| 10Y | +250.9% | +260.7% | -9.8% | +89.9% |
| All | +826.4% | +514.7% | +311.7% | +229.0% |
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 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