+1,525.3%
BA vs LH
+1,382.1%
+143.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.2% | -2.5% | +3.6% | +1.6% |
| 30D | -11.6% | +4.3% | -16.0% | -12.4% |
| 3M | -2.4% | +25.5% | -27.9% | -6.5% |
| 6M | -6.6% | +17.0% | -23.6% | -9.4% |
| YTD | -2.2% | +31.3% | -33.5% | -7.3% |
| 1Y | -8.0% | +20.0% | -28.0% | -11.4% |
| 3Y | -5.0% | +63.9% | -68.9% | -14.2% |
| 5Y | -2.7% | +30.9% | -33.6% | -9.0% |
| 10Y | +75.9% | +191.4% | -115.5% | +43.9% |
| All | +1,525.3% | +1,382.1% | +143.2% | +885.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling