+365.4%
BLDR vs LH
+179.1%
+186.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | -0.8% |
| 7D | -8.1% | -7.4% | -0.7% | -3.0% |
| 30D | -21.5% | -4.6% | -16.9% | -18.8% |
| 3M | -21.0% | +14.5% | -35.5% | -28.3% |
| 6M | -37.1% | +14.8% | -51.9% | -42.9% |
| YTD | -42.7% | +23.3% | -65.9% | -50.6% |
| 1Y | -58.0% | +13.6% | -71.6% | -61.8% |
| 3Y | -57.8% | +56.3% | -114.2% | -70.2% |
| 5Y | +10.3% | +25.2% | -14.9% | -10.4% |
| All | +365.4% | +179.1% | +186.3% | +97.7% |
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