-10.0%
BDX vs LH
+58.7%
-68.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -3.2% | -4.7% | +1.5% | -1.2% |
| 30D | -2.5% | -3.5% | +0.9% | -1.1% |
| 3M | +21.4% | +17.7% | +3.7% | +13.1% |
| 6M | +10.4% | +15.8% | -5.4% | +3.5% |
| YTD | +18.8% | +25.1% | -6.3% | +7.9% |
| 1Y | +21.7% | +12.5% | +9.2% | +14.9% |
| 3Y | -10.0% | +59.8% | -69.7% | -25.0% |
| All | -10.0% | +58.7% | -68.6% | -25.0% |
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