+33.0%
BLK vs LH
+27.0%
+6.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -3.3% | -4.7% | +1.4% | -1.1% |
| 30D | -6.5% | -3.5% | -3.0% | -5.1% |
| 3M | +6.7% | +17.7% | -10.9% | -1.6% |
| 6M | +14.7% | +15.8% | -1.0% | +6.5% |
| YTD | +2.5% | +25.1% | -22.6% | -8.7% |
| 1Y | -2.8% | +12.5% | -15.3% | -9.0% |
| 3Y | +65.9% | +59.8% | +6.1% | +26.9% |
| All | +33.0% | +27.0% | +6.0% | +8.6% |
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