-20.3%
PNR vs LH
+27.0%
-47.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -6.0% | -4.7% | -1.3% | -3.7% |
| 30D | -14.0% | -3.5% | -10.5% | -12.5% |
| 3M | -21.7% | +17.7% | -39.4% | -28.3% |
| 6M | -37.3% | +15.8% | -53.0% | -42.1% |
| YTD | -45.1% | +25.1% | -70.2% | -51.4% |
| 1Y | -49.1% | +12.5% | -61.6% | -52.6% |
| 3Y | -14.8% | +59.8% | -74.6% | -35.6% |
| All | -20.3% | +27.0% | -47.3% | -34.4% |
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 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