-36.9%
BAX vs LH
+185.6%
-222.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -5.1% | -3.2% | -1.9% | -3.8% |
| 30D | -12.2% | +0.1% | -12.3% | -12.2% |
| 3M | +21.8% | +18.6% | +3.2% | +13.7% |
| 6M | +36.3% | +17.9% | +18.4% | +27.6% |
| YTD | +27.8% | +28.9% | -1.1% | +15.9% |
| 1Y | -0.1% | +16.6% | -16.7% | -6.1% |
| 3Y | -33.3% | +63.6% | -96.9% | -44.8% |
| 5Y | -67.1% | +30.0% | -97.1% | -71.0% |
| 10Y | -36.9% | +191.9% | -228.8% | -60.1% |
| All | -36.9% | +185.6% | -222.5% | -60.1% |
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 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