+4,086.8%
PNC vs LH
+1,355.8%
+2,731.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | -4.4% | +0.1% | -4.5% | -4.5% |
| 3M | +4.5% | +18.6% | -14.1% | +1.1% |
| 6M | +19.1% | +17.9% | +1.1% | +15.3% |
| YTD | +18.0% | +28.9% | -10.9% | +12.3% |
| 1Y | +24.1% | +16.6% | +7.4% | +20.1% |
| 3Y | +130.0% | +63.6% | +66.5% | +108.7% |
| 5Y | +50.4% | +30.0% | +20.4% | +41.6% |
| 10Y | +271.3% | +191.9% | +79.4% | +203.2% |
| All | +4,086.8% | +1,355.8% | +2,731.0% | +2,571.7% |
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