+1,803.2%
BE vs LH
+87.4%
+1,715.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +20.5% | +2.5% | +18.1% | +19.6% |
| 30D | -23.4% | +18.7% | -42.1% | -27.9% |
| 3M | -14.9% | +15.3% | -30.2% | -19.2% |
| 6M | -28.1% | +45.4% | -73.4% | -38.5% |
| YTD | +132.4% | +49.5% | +82.9% | +95.0% |
| 1Y | +59.4% | +41.4% | +18.0% | +37.6% |
| All | +1,803.2% | +87.4% | +1,715.8% | +1,048.5% |
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 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