+1,227.8%
BE vs LH
+28.2%
+1,199.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | +23.9% | -3.2% | +27.1% | +26.3% |
| 30D | +27.8% | +0.1% | +27.7% | +27.5% |
| 3M | +3.7% | +18.6% | -14.9% | -8.3% |
| 6M | +78.0% | +17.9% | +60.0% | +57.1% |
| YTD | +209.9% | +28.9% | +181.0% | +155.7% |
| 1Y | +389.6% | +16.6% | +373.0% | +327.9% |
| 3Y | +1,730.6% | +63.6% | +1,667.0% | +1,095.2% |
| 5Y | +1,227.8% | +30.0% | +1,197.8% | +882.5% |
| All | +1,227.8% | +28.2% | +1,199.6% | +882.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling