+221.7%
PODD vs LH
+179.1%
+42.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.4% |
| 7D | -10.6% | -7.4% | -3.2% | -7.4% |
| 30D | -6.9% | -4.6% | -2.3% | -5.0% |
| 3M | -10.6% | +14.5% | -25.2% | -16.2% |
| 6M | -43.5% | +14.8% | -58.3% | -47.1% |
| YTD | -52.6% | +23.3% | -75.9% | -57.1% |
| 1Y | -60.1% | +13.6% | -73.7% | -62.7% |
| 3Y | -21.7% | +56.3% | -78.0% | -37.5% |
| 5Y | -54.6% | +25.2% | -79.8% | -60.6% |
| All | +221.7% | +179.1% | +42.6% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling