+911.5%
BE vs LH
+117.5%
+794.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.7% | +8.4% |
| 7D | +20.0% | -2.5% | +22.4% | +22.1% |
| 30D | +7.9% | +4.3% | +3.6% | +4.2% |
| 3M | -13.2% | +25.5% | -38.7% | -28.6% |
| 6M | +53.5% | +17.0% | +36.5% | +33.3% |
| YTD | +191.0% | +31.3% | +159.8% | +128.4% |
| 1Y | +360.5% | +20.0% | +340.5% | +281.0% |
| 3Y | +1,568.0% | +63.9% | +1,504.1% | +946.9% |
| 5Y | +1,055.2% | +30.9% | +1,024.3% | +765.6% |
| All | +911.5% | +117.5% | +794.0% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling