-1.4%
BAC vs LH
+41.3%
-42.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.2% | +1.1% | +2.2% | +3.0% |
| 30D | -0.7% | +16.7% | -17.5% | -3.3% |
| 3M | -20.0% | +15.1% | -35.1% | -21.9% |
| 6M | +3.4% | +46.3% | -42.9% | -3.9% |
| YTD | -5.7% | +48.8% | -54.5% | -13.8% |
| 1Y | -1.4% | +39.7% | -41.1% | -6.8% |
| All | -1.4% | +41.3% | -42.8% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling