+84.5%
PR vs LH
+261.9%
-177.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +6.0% | +1.1% | +4.9% | +5.6% |
| 30D | -4.2% | +16.7% | -20.9% | -8.7% |
| 3M | +10.0% | +15.1% | -5.1% | +5.1% |
| 6M | +15.6% | +46.3% | -30.7% | +2.2% |
| YTD | +68.2% | +48.8% | +19.4% | +47.2% |
| 1Y | +79.2% | +39.7% | +39.5% | +60.0% |
| 3Y | +94.9% | +87.0% | +7.9% | +56.6% |
| 5Y | +272.8% | +53.0% | +219.8% | +212.9% |
| All | +84.5% | +261.9% | -177.4% | +42.6% |
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 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