-22.4%
BA vs LH
+54.4%
-76.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +2.5% | -3.0% | -1.3% |
| 30D | -8.0% | +18.7% | -26.7% | -12.8% |
| 3M | -25.8% | +15.3% | -41.1% | -29.1% |
| 6M | -27.6% | +45.4% | -73.0% | -35.7% |
| YTD | -21.0% | +49.5% | -70.5% | -30.8% |
| 1Y | -12.3% | +41.4% | -53.6% | -21.7% |
| 3Y | -12.8% | +87.6% | -100.4% | -31.1% |
| 5Y | -22.4% | +53.8% | -76.1% | -43.2% |
| All | -22.4% | +54.4% | -76.8% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling