-23.1%
PPG vs LH
+27.0%
-50.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -6.2% | -4.7% | -1.6% | -4.0% |
| 30D | -7.9% | -3.5% | -4.5% | -6.4% |
| 3M | -10.2% | +17.7% | -27.9% | -17.4% |
| 6M | +2.7% | +15.8% | -13.1% | -4.9% |
| YTD | +4.9% | +25.1% | -20.2% | -6.7% |
| 1Y | -3.2% | +12.5% | -15.7% | -9.5% |
| 3Y | -17.0% | +59.8% | -76.8% | -36.3% |
| All | -23.1% | +27.0% | -50.0% | -37.2% |
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 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