+30.3%
BIL vs LH
+411.7%
-381.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -2.5% | +2.5% | +0.1% |
| 30D | +0.3% | +4.3% | -4.0% | +0.3% |
| 3M | +0.9% | +25.5% | -24.6% | +1.0% |
| 6M | +1.8% | +17.0% | -15.1% | +1.9% |
| YTD | +2.4% | +31.3% | -28.8% | +2.5% |
| 1Y | +3.7% | +20.0% | -16.2% | +3.8% |
| 3Y | +14.2% | +63.9% | -49.7% | +14.3% |
| 5Y | +19.4% | +30.9% | -11.4% | +19.5% |
| 10Y | +25.2% | +191.4% | -166.2% | +25.6% |
| All | +30.3% | +411.7% | -381.3% | +31.5% |
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 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