+42,586.7%
BBY vs LH
+1,355.8%
+41,230.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +1.2% | -3.2% | +4.4% | +1.9% |
| 30D | +6.8% | +0.1% | +6.6% | +6.7% |
| 3M | +18.7% | +18.6% | +0.1% | +14.3% |
| 6M | +37.3% | +17.9% | +19.4% | +32.3% |
| YTD | +35.3% | +28.9% | +6.4% | +27.9% |
| 1Y | +20.7% | +16.6% | +4.0% | +16.3% |
| 3Y | +39.4% | +63.6% | -24.1% | +24.9% |
| 5Y | -1.5% | +30.0% | -31.5% | -7.8% |
| 10Y | +239.8% | +191.9% | +47.9% | +170.6% |
| All | +42,586.7% | +1,355.8% | +41,230.9% | +22,223.7% |
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 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