+73.2%
PR vs LH
+80.4%
-7.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -16.4% | +1.4% | -17.8% | -16.6% |
| 30D | -1.9% | +17.5% | -19.4% | -5.3% |
| 3M | +8.0% | +16.1% | -8.1% | +4.4% |
| 6M | +4.1% | +43.4% | -39.3% | -5.1% |
| YTD | +58.7% | +47.2% | +11.5% | +42.3% |
| 1Y | +75.8% | +50.1% | +25.7% | +56.5% |
| 3Y | +73.2% | +81.2% | -8.0% | +36.1% |
| All | +73.2% | +80.4% | -7.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling