+242.7%
PWR vs LH
+86.5%
+156.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +11.3% | +1.1% | +10.2% | +11.1% |
| 30D | -8.9% | +16.7% | -25.6% | -11.5% |
| 3M | -10.5% | +15.1% | -25.6% | -13.0% |
| 6M | -22.2% | +46.3% | -68.5% | -28.1% |
| YTD | +42.7% | +48.8% | -6.0% | +31.2% |
| 1Y | +41.1% | +39.7% | +1.4% | +31.7% |
| 3Y | +242.7% | +87.0% | +155.7% | +189.5% |
| All | +242.7% | +86.5% | +156.3% | +189.5% |
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