+237.7%
BAC vs LH
+267.5%
-29.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +2.1% | +4.8% | -2.7% | -0.2% |
| 30D | -6.7% | +18.8% | -25.5% | -14.4% |
| 3M | -20.2% | +15.7% | -35.9% | -26.1% |
| 6M | -0.2% | +46.7% | -46.9% | -18.1% |
| YTD | -6.4% | +48.9% | -55.3% | -24.2% |
| 1Y | -3.1% | +43.5% | -46.6% | -20.1% |
| 3Y | +96.7% | +86.9% | +9.8% | +38.4% |
| 5Y | +21.3% | +60.4% | -39.1% | -9.7% |
| 10Y | +237.7% | +260.7% | -23.0% | +51.1% |
| All | +237.7% | +267.5% | -29.8% | +51.1% |
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