+909.2%
BAX vs LH
+1,382.1%
-472.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -1.1% | -2.5% | +1.3% | -0.8% |
| 30D | -5.5% | +4.3% | -9.8% | -6.1% |
| 3M | +33.5% | +25.5% | +8.0% | +28.9% |
| 6M | +35.9% | +17.0% | +18.9% | +32.6% |
| YTD | +35.4% | +31.3% | +4.1% | +29.9% |
| 1Y | +9.8% | +20.0% | -10.2% | +6.7% |
| 3Y | -32.7% | +63.9% | -96.6% | -37.6% |
| 5Y | -65.6% | +30.9% | -96.4% | -67.1% |
| 10Y | -34.9% | +191.4% | -226.3% | -45.1% |
| All | +909.2% | +1,382.1% | -472.9% | +537.2% |
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