+246.5%
BBY vs LH
+183.3%
+63.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.3% |
| 7D | +0.6% | -4.7% | +5.3% | +3.1% |
| 30D | +9.4% | -3.5% | +12.9% | +11.3% |
| 3M | +19.3% | +17.7% | +1.6% | +8.9% |
| 6M | +47.9% | +15.8% | +32.1% | +35.9% |
| YTD | +39.6% | +25.1% | +14.5% | +22.8% |
| 1Y | +22.2% | +12.5% | +9.7% | +13.1% |
| 3Y | +45.0% | +59.8% | -14.8% | +9.3% |
| 5Y | +2.6% | +27.1% | -24.5% | -14.2% |
| All | +246.5% | +183.3% | +63.3% | +75.1% |
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