+65.0%
PPL vs LH
+263.2%
-198.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | +3.0% | +18.0% | -14.9% | -3.2% |
| 3M | +1.1% | +15.7% | -14.6% | -4.5% |
| 6M | -0.8% | +46.6% | -47.4% | -14.4% |
| YTD | +3.5% | +49.5% | -46.0% | -11.8% |
| 1Y | -0.9% | +40.2% | -41.1% | -13.5% |
| 3Y | +54.2% | +87.6% | -33.4% | +17.9% |
| 5Y | +46.3% | +59.3% | -13.0% | +17.1% |
| 10Y | +65.0% | +266.1% | -201.0% | -10.6% |
| All | +65.0% | +263.2% | -198.2% | -10.6% |
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