+8,390.6%
PWR vs LH
+7,453.2%
+937.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +3.6% | -2.5% | +6.1% | +4.4% |
| 30D | -8.6% | +4.3% | -12.9% | -9.8% |
| 3M | -13.2% | +25.5% | -38.7% | -19.2% |
| 6M | +9.9% | +17.0% | -7.1% | +4.3% |
| YTD | +48.0% | +31.3% | +16.8% | +35.5% |
| 1Y | +66.2% | +20.0% | +46.2% | +55.8% |
| 3Y | +195.1% | +63.9% | +131.2% | +148.7% |
| 5Y | +442.6% | +30.9% | +411.7% | +384.4% |
| 10Y | +2,334.2% | +191.4% | +2,142.8% | +1,574.8% |
| All | +8,390.6% | +7,453.2% | +937.4% | +3,693.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling