+51.8%
BEN vs LH
+179.1%
-127.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.7% |
| 7D | +0.3% | -7.4% | +7.7% | +3.9% |
| 30D | +0.9% | -4.6% | +5.5% | +3.0% |
| 3M | +9.2% | +14.5% | -5.3% | +2.1% |
| 6M | +36.8% | +14.8% | +22.0% | +27.6% |
| YTD | +44.4% | +23.3% | +21.1% | +29.8% |
| 1Y | +45.8% | +13.6% | +32.2% | +35.7% |
| 3Y | +52.5% | +56.3% | -3.8% | +20.4% |
| 5Y | +37.7% | +25.2% | +12.5% | +18.5% |
| All | +51.8% | +179.1% | -127.3% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling