+477.0%
BKR vs LH
+1,291.7%
-814.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -5.8% |
| 7D | -6.7% | -7.4% | +0.7% | -5.3% |
| 30D | -8.3% | -4.6% | -3.8% | -7.5% |
| 3M | -5.4% | +14.5% | -19.9% | -7.9% |
| 6M | +0.8% | +14.8% | -14.0% | -2.1% |
| YTD | +31.8% | +23.3% | +8.6% | +26.4% |
| 1Y | +28.6% | +13.6% | +15.0% | +25.0% |
| 3Y | +71.2% | +56.3% | +14.9% | +56.2% |
| 5Y | +179.2% | +25.2% | +154.0% | +162.9% |
| 10Y | +124.0% | +179.1% | -55.1% | +81.5% |
| All | +477.0% | +1,291.7% | -814.8% | +241.8% |
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