+26.8%
BA vs LH
+263.2%
-236.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -7.9% | +18.0% | -25.9% | -16.0% |
| 3M | -25.2% | +15.7% | -40.9% | -31.3% |
| 6M | -26.7% | +46.6% | -73.4% | -41.1% |
| YTD | -19.6% | +49.5% | -69.1% | -36.5% |
| 1Y | -10.6% | +40.2% | -50.8% | -26.9% |
| 3Y | -11.2% | +87.6% | -98.8% | -41.1% |
| 5Y | -20.4% | +59.3% | -79.7% | -43.5% |
| 10Y | +26.8% | +266.1% | -239.3% | -49.1% |
| All | +26.8% | +263.2% | -236.5% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling