-54.4%
PODD vs LH
+28.2%
-82.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | -6.9% | -3.2% | -3.7% | -5.3% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | -13.6% | +18.6% | -32.2% | -21.2% |
| 6M | -42.6% | +17.9% | -60.6% | -47.5% |
| YTD | -51.5% | +28.9% | -80.4% | -57.7% |
| 1Y | -60.9% | +16.6% | -77.5% | -64.3% |
| 3Y | -19.8% | +63.6% | -83.3% | -40.6% |
| 5Y | -54.4% | +30.0% | -84.4% | -62.9% |
| All | -54.4% | +28.2% | -82.6% | -62.9% |
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 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