+25.1%
BDX vs LH
+86.5%
-61.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +2.9% | +1.1% | +1.8% | +2.5% |
| 30D | +15.4% | +16.7% | -1.3% | +8.0% |
| 3M | +20.5% | +15.1% | +5.4% | +13.4% |
| 6M | +53.2% | +46.3% | +6.9% | +30.1% |
| YTD | +45.7% | +48.8% | -3.1% | +22.9% |
| 1Y | +47.3% | +39.7% | +7.6% | +27.2% |
| 3Y | +25.1% | +87.0% | -62.0% | -1.7% |
| All | +25.1% | +86.5% | -61.4% | -1.7% |
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 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