+451.9%
PWR vs LH
+28.2%
+423.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +2.7% | -3.2% | +5.8% | +3.6% |
| 30D | -5.1% | +0.1% | -5.3% | -5.3% |
| 3M | -9.4% | +18.6% | -28.0% | -14.0% |
| 6M | +10.4% | +17.9% | -7.5% | +4.8% |
| YTD | +48.6% | +28.9% | +19.7% | +37.0% |
| 1Y | +68.0% | +16.6% | +51.4% | +59.4% |
| 3Y | +204.7% | +63.6% | +141.2% | +152.0% |
| 5Y | +451.9% | +30.0% | +421.9% | +392.1% |
| All | +451.9% | +28.2% | +423.7% | +392.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling