+2,448.4%
PPG vs LH
+1,355.8%
+1,092.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.1% |
| 7D | -3.7% | -3.2% | -0.5% | -3.2% |
| 30D | -7.2% | +0.1% | -7.4% | -7.2% |
| 3M | -7.3% | +18.6% | -26.0% | -9.9% |
| 6M | +0.3% | +17.9% | -17.7% | -2.4% |
| YTD | +6.5% | +28.9% | -22.4% | +2.1% |
| 1Y | +0.5% | +16.6% | -16.1% | -2.1% |
| 3Y | -15.3% | +63.6% | -78.8% | -22.0% |
| 5Y | -22.9% | +30.0% | -52.9% | -26.6% |
| 10Y | +28.4% | +191.9% | -163.5% | +8.0% |
| All | +2,448.4% | +1,355.8% | +1,092.5% | +1,598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling