+97.3%
BAC vs LH
+86.6%
+10.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | +2.0% | +4.6% | -2.6% | +0.6% |
| 30D | -6.9% | +19.1% | -26.1% | -12.0% |
| 3M | -19.6% | +16.7% | -36.3% | -23.5% |
| 6M | -0.5% | +47.0% | -47.5% | -12.7% |
| YTD | -6.6% | +49.3% | -55.9% | -19.1% |
| 1Y | -3.0% | +48.6% | -51.6% | -15.8% |
| 3Y | +97.3% | +87.8% | +9.5% | +46.0% |
| All | +97.3% | +86.6% | +10.7% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling