-3.8%
BAH vs LH
+31.3%
-35.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -4.5% | +2.0% | -6.5% | -5.0% |
| 3M | -7.6% | +24.3% | -31.9% | -12.7% |
| 6M | -10.6% | +21.1% | -31.7% | -15.1% |
| YTD | -12.6% | +30.4% | -43.0% | -18.9% |
| 1Y | -27.0% | +18.4% | -45.4% | -30.5% |
| 3Y | -31.5% | +65.5% | -97.0% | -40.8% |
| 5Y | -3.8% | +29.9% | -33.7% | -18.1% |
| All | -3.8% | +31.3% | -35.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling