+64.8%
PR vs LH
+259.5%
-194.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -12.4% | +4.6% | -16.9% | -13.6% |
| 30D | -6.6% | +19.1% | -25.7% | -11.5% |
| 3M | +7.5% | +16.7% | -9.2% | +2.4% |
| 6M | +10.8% | +47.0% | -36.3% | -2.1% |
| YTD | +57.0% | +49.3% | +7.7% | +37.4% |
| 1Y | +67.9% | +48.6% | +19.3% | +47.0% |
| 3Y | +87.6% | +87.8% | -0.3% | +50.7% |
| 5Y | +220.4% | +65.0% | +155.3% | +163.2% |
| 10Y | +64.8% | +275.0% | -210.2% | +32.4% |
| All | +64.8% | +259.5% | -194.6% | +32.4% |
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