+1,112.1%
PSX vs LH
+346.8%
+765.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +4.5% | -2.5% | +7.0% | +5.5% |
| 30D | +26.6% | +4.3% | +22.3% | +24.5% |
| 3M | +39.3% | +25.5% | +13.7% | +27.3% |
| 6M | +56.8% | +17.0% | +39.9% | +46.8% |
| YTD | +101.8% | +31.3% | +70.6% | +80.3% |
| 1Y | +99.6% | +20.0% | +79.6% | +84.1% |
| 3Y | +140.3% | +63.9% | +76.5% | +93.4% |
| 5Y | +339.3% | +30.9% | +308.5% | +277.3% |
| 10Y | +369.9% | +191.4% | +178.5% | +157.0% |
| All | +1,112.1% | +346.8% | +765.3% | +429.0% |
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 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