+147.8%
PR vs LH
+274.0%
-126.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.5% |
| 7D | -16.5% | -1.3% | -15.2% | -16.3% |
| 30D | -4.5% | +16.6% | -21.1% | -8.8% |
| 3M | +8.5% | +16.0% | -7.4% | +3.7% |
| 6M | -3.3% | +42.0% | -45.3% | -13.3% |
| YTD | +55.7% | +45.9% | +9.8% | +37.8% |
| 1Y | +82.0% | +46.4% | +35.7% | +60.8% |
| 3Y | +62.5% | +79.0% | -16.5% | +33.6% |
| 5Y | +223.9% | +62.3% | +161.7% | +169.5% |
| 10Y | +64.2% | +265.9% | -201.7% | +22.9% |
| All | +147.8% | +274.0% | -126.2% | +85.2% |
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