+351.2%
BLDR vs LH
+824.7%
-473.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -3.0% | +1.1% | -4.0% | -3.8% |
| 30D | +20.1% | +16.7% | +3.4% | +5.5% |
| 3M | -17.5% | +15.1% | -32.6% | -26.9% |
| 6M | -16.1% | +46.3% | -62.4% | -39.1% |
| YTD | -41.0% | +48.8% | -89.8% | -57.9% |
| 1Y | -41.6% | +39.7% | -81.3% | -56.0% |
| 3Y | -50.8% | +87.0% | -137.9% | -72.0% |
| 5Y | -10.8% | +53.0% | -63.8% | -41.5% |
| 10Y | +486.3% | +264.3% | +221.9% | +60.8% |
| All | +351.2% | +824.7% | -473.5% | -42.8% |
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