+104.3%
PSX vs LH
+16.9%
+87.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.8% | -3.2% | +5.0% | +2.1% |
| 30D | +21.6% | +0.1% | +21.5% | +21.6% |
| 3M | +46.5% | +18.6% | +27.8% | +43.8% |
| 6M | +62.0% | +17.9% | +44.1% | +59.6% |
| YTD | +106.3% | +28.9% | +77.4% | +99.7% |
| All | +104.3% | +16.9% | +87.4% | +103.0% |
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