-66.9%
BAX vs LH
+31.3%
-98.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -9.7% | +2.0% | -11.7% | -10.7% |
| 3M | +29.3% | +24.3% | +5.0% | +15.1% |
| 6M | +40.7% | +21.1% | +19.6% | +26.8% |
| YTD | +30.3% | +30.4% | -0.2% | +13.7% |
| 1Y | +3.4% | +18.4% | -15.0% | -5.7% |
| 3Y | -32.0% | +65.5% | -97.5% | -47.3% |
| 5Y | -66.9% | +29.9% | -96.7% | -72.9% |
| All | -66.9% | +31.3% | -98.1% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling