+28.1%
BA vs LH
+259.5%
-231.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.3% |
| 7D | -1.7% | +4.6% | -6.3% | -4.0% |
| 30D | -9.5% | +19.1% | -28.6% | -17.9% |
| 3M | -26.5% | +16.7% | -43.2% | -32.8% |
| 6M | -27.4% | +47.0% | -74.4% | -41.7% |
| YTD | -20.6% | +49.3% | -69.9% | -37.2% |
| 1Y | -11.4% | +48.6% | -60.0% | -30.0% |
| 3Y | -10.8% | +87.8% | -98.7% | -40.8% |
| 5Y | -21.9% | +65.0% | -87.0% | -45.9% |
| 10Y | +28.1% | +275.0% | -246.8% | -49.1% |
| All | +28.1% | +259.5% | -231.3% | -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