+64.4%
PPL vs LH
+259.5%
-195.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -1.2% | +4.6% | -5.8% | -2.8% |
| 30D | +4.2% | +19.1% | -14.9% | -2.4% |
| 3M | +1.5% | +16.7% | -15.2% | -4.5% |
| 6M | +1.0% | +47.0% | -46.0% | -12.8% |
| YTD | +4.4% | +49.3% | -44.9% | -10.9% |
| 1Y | +0.8% | +48.6% | -47.9% | -13.9% |
| 3Y | +56.5% | +87.8% | -31.4% | +19.7% |
| 5Y | +47.7% | +65.0% | -17.4% | +16.6% |
| 10Y | +64.4% | +275.0% | -210.6% | -8.1% |
| All | +64.4% | +259.5% | -195.0% | -8.1% |
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