+87.0%
PR vs LH
+44.2%
+42.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.5% | -6.1% |
| 7D | -12.1% | +2.1% | -14.2% | -11.8% |
| 30D | +0.9% | +19.2% | -18.3% | +2.7% |
| 3M | +10.1% | +18.0% | -7.9% | +12.3% |
| 6M | +1.1% | +46.1% | -45.0% | +4.4% |
| YTD | +63.7% | +47.7% | +16.0% | +67.1% |
| 1Y | +87.0% | +47.2% | +39.8% | +92.2% |
| All | +87.0% | +44.2% | +42.8% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling