-14.9%
BAX vs LH
+86.6%
-101.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.6% |
| 7D | +9.0% | +4.6% | +4.5% | +6.3% |
| 30D | +8.5% | +19.1% | -10.7% | -2.7% |
| 3M | -4.1% | +16.7% | -20.8% | -13.2% |
| 6M | +46.9% | +47.0% | -0.1% | +15.4% |
| YTD | +38.4% | +49.3% | -10.9% | +8.6% |
| 1Y | +47.0% | +48.6% | -1.6% | +15.7% |
| 3Y | -14.9% | +87.8% | -102.8% | -42.9% |
| All | -14.9% | +86.6% | -101.5% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling