+1,311.7%
BAC vs LH
+1,581.5%
-269.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | +4.8% | -2.7% | +1.1% |
| 30D | -6.7% | +18.8% | -25.5% | -10.1% |
| 3M | -20.2% | +15.7% | -35.9% | -22.8% |
| 6M | -0.2% | +46.7% | -46.9% | -8.2% |
| YTD | -6.4% | +48.9% | -55.3% | -14.3% |
| 1Y | -3.1% | +43.5% | -46.6% | -10.6% |
| 3Y | +96.7% | +86.9% | +9.8% | +70.9% |
| 5Y | +21.3% | +60.4% | -39.1% | +8.2% |
| 10Y | +237.7% | +260.7% | -23.0% | +156.1% |
| All | +1,311.7% | +1,581.5% | -269.9% | +720.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling