+5,336.1%
BDX vs LH
+1,372.9%
+3,963.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -3.0% |
| 7D | -4.3% | -0.8% | -3.4% | -4.2% |
| 30D | +1.3% | +2.0% | -0.7% | +1.0% |
| 3M | +20.2% | +24.3% | -4.0% | +16.2% |
| 6M | +8.6% | +21.1% | -12.4% | +5.4% |
| YTD | +19.0% | +30.4% | -11.5% | +14.1% |
| 1Y | +21.2% | +18.4% | +2.8% | +17.9% |
| 3Y | -9.7% | +65.5% | -75.2% | -16.8% |
| 5Y | -3.4% | +29.9% | -33.3% | -8.1% |
| 10Y | +53.9% | +186.6% | -132.8% | +28.9% |
| All | +5,336.1% | +1,372.9% | +3,963.2% | +3,192.5% |
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