+217.6%
BAC vs LH
+261.9%
-44.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.2% | +1.1% | +2.2% | +2.7% |
| 30D | -0.7% | +16.7% | -17.5% | -8.1% |
| 3M | -20.0% | +15.1% | -35.1% | -25.6% |
| 6M | +3.4% | +46.3% | -42.9% | -14.9% |
| YTD | -5.7% | +48.8% | -54.5% | -23.6% |
| 1Y | -1.4% | +39.7% | -41.1% | -17.6% |
| 3Y | +97.9% | +87.0% | +10.9% | +39.3% |
| 5Y | +22.9% | +53.0% | -30.1% | -5.9% |
| All | +217.6% | +261.9% | -44.2% | +47.2% |
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 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