+1,735.9%
BE vs LH
+65.4%
+1,670.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.3% | +9.9% |
| 7D | +29.8% | -0.8% | +30.6% | +30.1% |
| 30D | +26.4% | +2.0% | +24.4% | +25.3% |
| 3M | +9.3% | +24.3% | -14.9% | -0.7% |
| 6M | +105.1% | +21.1% | +84.0% | +88.1% |
| YTD | +219.0% | +30.4% | +188.6% | +181.0% |
| 1Y | +418.8% | +18.4% | +400.4% | +378.2% |
| All | +1,735.9% | +65.4% | +1,670.4% | +1,277.9% |
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 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