+191.5%
BAH vs LH
+185.6%
+5.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | -6.6% | +0.1% | -6.8% | -6.7% |
| 3M | -7.2% | +18.6% | -25.8% | -11.5% |
| 6M | -10.0% | +17.9% | -27.9% | -14.3% |
| YTD | -12.5% | +28.9% | -41.4% | -18.9% |
| 1Y | -27.9% | +16.6% | -44.5% | -31.3% |
| 3Y | -31.4% | +63.6% | -95.0% | -41.3% |
| 5Y | -3.2% | +30.0% | -33.2% | -13.0% |
| 10Y | +191.5% | +191.9% | -0.5% | +99.8% |
| All | +191.5% | +185.6% | +5.8% | +99.8% |
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 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