+1,158.7%
PSX vs LH
+406.4%
+752.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +7.8% | +1.1% | +6.7% | +7.4% |
| 30D | -10.9% | +16.7% | -27.6% | -16.1% |
| 3M | +14.5% | +15.1% | -0.6% | +8.2% |
| 6M | +56.1% | +46.3% | +9.8% | +34.2% |
| YTD | +109.6% | +48.8% | +60.8% | +78.0% |
| 1Y | +95.5% | +39.7% | +55.8% | +70.2% |
| 3Y | +156.2% | +87.0% | +69.2% | +95.7% |
| 5Y | +310.0% | +53.0% | +257.0% | +231.0% |
| 10Y | +368.0% | +264.3% | +103.7% | +134.4% |
| All | +1,158.7% | +406.4% | +752.3% | +422.3% |
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