+5.3%
PPG vs LH
+20.0%
-14.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | -5.0% | +4.3% | -9.3% | -6.8% |
| 3M | +1.1% | +25.5% | -24.4% | -8.5% |
| 6M | -3.2% | +17.0% | -20.1% | -10.2% |
| YTD | +11.9% | +31.3% | -19.4% | 0.0% |
| 1Y | +5.3% | +20.0% | -14.6% | -5.2% |
| All | +5.3% | +20.0% | -14.7% | -5.2% |
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