+120.2%
BKR vs LH
+183.3%
-63.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -7.0% | -4.7% | -2.3% | -5.0% |
| 30D | -8.1% | -3.5% | -4.6% | -6.7% |
| 3M | -6.6% | +17.7% | -24.3% | -13.4% |
| 6M | +0.9% | +15.8% | -14.9% | -6.1% |
| YTD | +31.1% | +25.1% | +6.0% | +17.8% |
| 1Y | +27.7% | +12.5% | +15.2% | +19.8% |
| 3Y | +71.2% | +59.8% | +11.5% | +34.5% |
| 5Y | +177.6% | +27.1% | +150.6% | +136.5% |
| All | +120.2% | +183.3% | -63.1% | +20.3% |
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