+476.4%
BHP vs LH
+183.3%
+293.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | -3.6% | -4.7% | +1.1% | -1.7% |
| 30D | -1.2% | -3.5% | +2.3% | +0.3% |
| 3M | +1.2% | +17.7% | -16.5% | -5.3% |
| 6M | +21.4% | +15.8% | +5.6% | +14.1% |
| YTD | +50.4% | +25.1% | +25.3% | +36.9% |
| 1Y | +67.5% | +12.5% | +55.0% | +58.4% |
| 3Y | +72.8% | +59.8% | +13.1% | +38.6% |
| 5Y | +112.6% | +27.1% | +85.5% | +84.6% |
| All | +476.4% | +183.3% | +293.2% | +233.2% |
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