-49.1%
PNR vs LH
+14.9%
-64.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -6.0% | -4.7% | -1.3% | -3.8% |
| 30D | -14.0% | -3.5% | -10.5% | -12.6% |
| 3M | -21.7% | +17.7% | -39.4% | -27.8% |
| 6M | -37.3% | +15.8% | -53.0% | -42.0% |
| YTD | -45.1% | +25.1% | -70.2% | -50.5% |
| 1Y | -49.1% | +12.5% | -61.6% | -53.3% |
| All | -49.1% | +14.9% | -64.0% | -53.3% |
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