+206.9%
PWR vs LH
+63.5%
+143.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +2.7% | -3.2% | +5.8% | +3.3% |
| 30D | -5.1% | +0.1% | -5.3% | -5.2% |
| 3M | -9.4% | +18.6% | -28.0% | -12.4% |
| 6M | +10.4% | +17.9% | -7.5% | +6.8% |
| YTD | +48.6% | +28.9% | +19.7% | +40.9% |
| 1Y | +68.0% | +16.6% | +51.4% | +62.7% |
| All | +206.9% | +63.5% | +143.4% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling