+2,146.9%
PPL vs LH
+1,588.1%
+558.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.2% | +2.5% | -4.7% | -2.4% |
| 30D | +1.7% | +18.7% | -17.0% | -0.1% |
| 3M | +0.1% | +15.3% | -15.2% | -1.4% |
| 6M | -1.5% | +45.4% | -46.9% | -5.3% |
| YTD | +3.0% | +49.5% | -46.5% | -1.3% |
| 1Y | -1.4% | +41.4% | -42.8% | -5.0% |
| 3Y | +53.5% | +87.6% | -34.2% | +43.4% |
| 5Y | +46.4% | +53.8% | -7.4% | +38.9% |
| 10Y | +64.3% | +266.2% | -201.9% | +44.1% |
| All | +2,146.9% | +1,588.1% | +558.8% | +1,747.6% |
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 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