+68.3%
PR vs LH
+49.3%
+19.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.9% |
| 7D | -12.4% | +4.6% | -16.9% | -11.9% |
| 30D | -6.6% | +19.1% | -25.7% | -4.8% |
| 3M | +7.5% | +16.7% | -9.2% | +9.4% |
| 6M | +10.8% | +47.0% | -36.3% | +14.6% |
| YTD | +57.0% | +49.3% | +7.7% | +59.2% |
| All | +68.3% | +49.3% | +19.0% | +73.5% |
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