+2,184.6%
PPL vs LH
+1,562.0%
+622.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +5.4% | +17.5% | -12.1% | +3.7% |
| 3M | +4.3% | +16.1% | -11.8% | +2.6% |
| 6M | -1.3% | +43.4% | -44.7% | -4.9% |
| YTD | +4.7% | +47.2% | -42.5% | +0.5% |
| 1Y | +1.3% | +50.1% | -48.9% | -3.0% |
| 3Y | +57.2% | +81.2% | -23.9% | +47.4% |
| 5Y | +48.2% | +63.7% | -15.5% | +39.9% |
| 10Y | +62.7% | +269.2% | -206.4% | +42.8% |
| All | +2,184.6% | +1,562.0% | +622.6% | +1,781.5% |
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