+1,003.0%
BE vs LH
+107.3%
+895.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +5.6% |
| 7D | +9.0% | -4.7% | +13.7% | +13.1% |
| 30D | +16.3% | -3.5% | +19.8% | +19.2% |
| 3M | +10.8% | +17.7% | -6.9% | -4.1% |
| 6M | +73.2% | +15.8% | +57.4% | +50.8% |
| YTD | +217.4% | +25.1% | +192.3% | +158.4% |
| 1Y | +309.8% | +12.5% | +297.3% | +256.8% |
| 3Y | +1,726.2% | +59.8% | +1,666.4% | +1,065.7% |
| 5Y | +1,306.2% | +27.1% | +1,279.1% | +975.8% |
| All | +1,003.0% | +107.3% | +895.7% | +327.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling