+78.7%
PR vs LH
+263.2%
-184.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | -4.6% | +18.0% | -22.6% | -9.4% |
| 3M | +4.7% | +15.7% | -11.0% | -0.1% |
| 6M | +12.4% | +46.6% | -34.2% | -0.6% |
| YTD | +62.9% | +49.5% | +13.4% | +42.3% |
| 1Y | +70.6% | +40.2% | +30.4% | +52.2% |
| 3Y | +90.0% | +87.6% | +2.4% | +52.5% |
| 5Y | +255.5% | +59.3% | +196.2% | +194.9% |
| 10Y | +78.7% | +266.1% | -187.3% | +40.4% |
| All | +78.7% | +263.2% | -184.5% | +40.4% |
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