+55.3%
BE vs LH
+44.2%
+11.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.9% | -10.3% | -5.8% |
| 7D | -12.1% | +2.1% | -14.2% | -11.7% |
| 30D | -30.1% | +19.2% | -49.2% | -27.8% |
| 3M | -12.1% | +18.0% | -30.2% | -9.4% |
| 6M | -30.6% | +46.1% | -76.6% | -24.3% |
| YTD | +130.6% | +47.7% | +82.9% | +174.8% |
| 1Y | +55.3% | +47.2% | +8.1% | +83.8% |
| All | +55.3% | +44.2% | +11.1% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling