-10.1%
BA vs LH
+80.4%
-90.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.1% | +1.4% | -0.4% | +0.8% |
| 30D | -7.9% | +17.5% | -25.4% | -11.1% |
| 3M | -25.3% | +16.1% | -41.4% | -27.8% |
| 6M | -24.6% | +43.4% | -68.0% | -30.4% |
| YTD | -20.1% | +47.2% | -67.3% | -26.9% |
| 1Y | -11.8% | +50.1% | -61.9% | -19.7% |
| 3Y | -10.1% | +81.2% | -91.3% | -22.3% |
| All | -10.1% | +80.4% | -90.5% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling