+422.1%
PWR vs LH
+54.4%
+367.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +19.1% | +2.5% | +16.6% | +18.3% |
| 30D | -12.0% | +18.7% | -30.7% | -16.2% |
| 3M | -10.6% | +15.3% | -25.9% | -14.3% |
| 6M | -20.8% | +45.4% | -66.2% | -29.2% |
| YTD | +43.7% | +49.5% | -5.8% | +27.0% |
| 1Y | +35.0% | +41.4% | -6.4% | +21.3% |
| 3Y | +249.4% | +87.6% | +161.8% | +178.4% |
| 5Y | +422.1% | +53.8% | +368.3% | +332.8% |
| All | +422.1% | +54.4% | +367.7% | +332.8% |
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