+65.2%
PR vs LH
+263.9%
-198.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -16.4% | +1.4% | -17.8% | -16.8% |
| 30D | -1.9% | +17.5% | -19.4% | -6.7% |
| 3M | +8.0% | +16.1% | -8.1% | +3.0% |
| 6M | +4.1% | +43.4% | -39.3% | -7.3% |
| YTD | +58.7% | +47.2% | +11.5% | +39.5% |
| 1Y | +75.8% | +50.1% | +25.7% | +53.5% |
| 3Y | +73.2% | +81.2% | -8.0% | +40.8% |
| 5Y | +230.1% | +63.7% | +166.4% | +172.0% |
| All | +65.2% | +263.9% | -198.7% | +28.1% |
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