+14.8%
BLDR vs LH
+29.4%
-14.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.2% |
| 7D | -2.7% | -3.2% | +0.5% | -0.8% |
| 30D | -14.7% | +0.1% | -14.9% | -14.7% |
| 3M | -20.8% | +18.6% | -39.5% | -28.4% |
| 6M | -35.3% | +17.9% | -53.3% | -41.3% |
| YTD | -40.3% | +28.9% | -69.3% | -48.5% |
| 1Y | -56.3% | +16.6% | -72.9% | -60.2% |
| 3Y | -56.1% | +63.6% | -119.7% | -67.4% |
| All | +14.8% | +29.4% | -14.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling