+1,071.5%
BAH vs LH
+457.1%
+614.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.2% |
| 7D | -1.5% | +4.6% | -6.1% | -2.8% |
| 30D | +17.3% | +19.1% | -1.9% | +11.2% |
| 3M | +14.9% | +16.7% | -1.9% | +9.3% |
| 6M | +14.2% | +47.0% | -32.8% | +1.5% |
| YTD | +5.1% | +49.3% | -44.2% | -7.5% |
| 1Y | +2.1% | +48.6% | -46.5% | -10.0% |
| 3Y | -26.0% | +87.8% | -113.8% | -40.0% |
| 5Y | +9.0% | +65.0% | -56.1% | -9.6% |
| 10Y | +208.8% | +275.0% | -66.2% | +85.1% |
| All | +1,071.5% | +457.1% | +614.4% | +481.5% |
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