+31.2%
BIL vs LH
+482.7%
-451.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +0.3% | +18.0% | -17.6% | +0.4% |
| 3M | +0.9% | +15.7% | -14.8% | +1.0% |
| 6M | +1.9% | +46.6% | -44.8% | +1.9% |
| YTD | +3.1% | +49.5% | -46.3% | +3.2% |
| 1Y | +3.7% | +40.2% | -36.5% | +3.8% |
| 3Y | +13.8% | +87.6% | -73.8% | +13.9% |
| 5Y | +20.2% | +59.3% | -39.0% | +20.4% |
| 10Y | +26.1% | +266.1% | -239.9% | +26.6% |
| All | +31.2% | +482.7% | -451.4% | +32.4% |
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