-11.5%
BA vs LH
+49.3%
-60.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -1.7% | +4.6% | -6.3% | -2.4% |
| 30D | -9.5% | +19.1% | -28.6% | -12.1% |
| 3M | -26.5% | +16.7% | -43.2% | -28.4% |
| 6M | -27.4% | +47.0% | -74.4% | -32.1% |
| YTD | -20.6% | +49.3% | -69.9% | -25.8% |
| All | -11.5% | +49.3% | -60.8% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling