+169.5%
PR vs LH
+236.5%
-67.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.6% |
| 30D | +18.0% | +4.3% | +13.7% | +16.6% |
| 3M | +16.9% | +25.5% | -8.7% | +8.9% |
| 6M | +28.2% | +17.0% | +11.2% | +21.7% |
| YTD | +69.3% | +31.3% | +38.1% | +54.9% |
| 1Y | +69.5% | +20.0% | +49.5% | +58.9% |
| 3Y | +81.7% | +63.9% | +17.8% | +53.5% |
| 5Y | +422.2% | +30.9% | +391.4% | +362.2% |
| 10Y | +110.4% | +191.4% | -81.0% | +61.6% |
| All | +169.5% | +236.5% | -67.0% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling