+136.4%
BAC vs LH
+64.5%
+71.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -0.7% | +2.0% | -2.7% | -1.5% |
| 3M | +16.9% | +24.3% | -7.3% | +8.0% |
| 6M | +29.6% | +21.1% | +8.5% | +20.7% |
| YTD | +15.3% | +30.4% | -15.2% | +3.8% |
| 1Y | +28.8% | +18.4% | +10.5% | +20.4% |
| 3Y | +136.4% | +65.5% | +70.9% | +84.0% |
| All | +136.4% | +64.5% | +71.9% | +84.0% |
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