+60.2%
PPL vs LH
+263.9%
-203.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +5.4% | +17.5% | -12.1% | -0.8% |
| 3M | +4.3% | +16.1% | -11.8% | -1.7% |
| 6M | -1.3% | +43.4% | -44.7% | -14.1% |
| YTD | +4.7% | +47.2% | -42.5% | -10.2% |
| 1Y | +1.3% | +50.1% | -48.9% | -13.9% |
| 3Y | +57.2% | +81.2% | -23.9% | +21.9% |
| 5Y | +48.2% | +63.7% | -15.5% | +17.2% |
| All | +60.2% | +263.9% | -203.6% | -13.2% |
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 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