+38.3%
BAX vs LH
+41.3%
-3.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.6% |
| 30D | +4.1% | +16.7% | -12.7% | -7.4% |
| 3M | -4.5% | +15.1% | -19.6% | -14.4% |
| 6M | +49.2% | +46.3% | +2.9% | +7.0% |
| YTD | +35.2% | +48.8% | -13.5% | -1.5% |
| 1Y | +38.3% | +39.7% | -1.4% | +8.7% |
| All | +38.3% | +41.3% | -3.1% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling