+2,393.1%
PWR vs LH
+179.1%
+2,214.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.5% |
| 7D | -0.2% | -7.4% | +7.2% | +2.9% |
| 30D | -7.7% | -4.6% | -3.1% | -6.1% |
| 3M | -4.9% | +14.5% | -19.4% | -10.6% |
| 6M | +9.7% | +14.8% | -5.1% | +2.7% |
| YTD | +46.7% | +23.3% | +23.4% | +33.0% |
| 1Y | +58.7% | +13.6% | +45.1% | +48.3% |
| 3Y | +200.7% | +56.3% | +144.4% | +138.0% |
| 5Y | +438.6% | +25.2% | +413.3% | +364.4% |
| All | +2,393.1% | +179.1% | +2,214.0% | +1,301.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling