+1,074.1%
BAH vs LH
+457.7%
+616.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +18.0% | +18.0% | 0.0% | +12.2% |
| 3M | +11.4% | +15.7% | -4.3% | +6.3% |
| 6M | +17.7% | +46.6% | -29.0% | +4.6% |
| YTD | +5.4% | +49.5% | -44.1% | -7.3% |
| 1Y | +2.8% | +40.2% | -37.4% | -7.8% |
| 3Y | -26.7% | +87.6% | -114.2% | -40.5% |
| 5Y | +8.1% | +59.3% | -51.2% | -9.3% |
| 10Y | +202.5% | +266.1% | -63.5% | +82.9% |
| All | +1,074.1% | +457.7% | +616.4% | +482.6% |
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