+707.7%
BE vs LH
+147.7%
+560.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +20.5% | +2.5% | +18.1% | +18.6% |
| 30D | -23.4% | +18.7% | -42.1% | -32.7% |
| 3M | -14.9% | +15.3% | -30.2% | -24.0% |
| 6M | -28.1% | +45.4% | -73.4% | -47.4% |
| YTD | +132.4% | +49.5% | +82.9% | +64.6% |
| 1Y | +59.4% | +41.4% | +18.0% | +17.6% |
| 3Y | +1,815.8% | +87.6% | +1,728.2% | +983.2% |
| 5Y | +491.3% | +53.8% | +437.5% | +290.5% |
| All | +707.7% | +147.7% | +560.0% | +172.6% |
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