+397.7%
BAC vs LH
+185.6%
+212.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +2.2% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +15.7% | +18.6% | -2.9% | +6.1% |
| 6M | +32.2% | +17.9% | +14.3% | +21.3% |
| YTD | +15.8% | +28.9% | -13.2% | +1.2% |
| 1Y | +27.3% | +16.6% | +10.6% | +16.4% |
| 3Y | +137.5% | +63.6% | +73.9% | +79.8% |
| 5Y | +73.1% | +30.0% | +43.0% | +44.2% |
| 10Y | +397.7% | +191.9% | +205.8% | +152.3% |
| All | +397.7% | +185.6% | +212.1% | +152.3% |
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 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