+12,790.5%
BLK vs LH
+5,633.2%
+7,157.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.7% |
| 7D | -2.7% | -3.2% | +0.5% | -1.5% |
| 30D | -4.8% | +0.1% | -4.9% | -4.8% |
| 3M | +6.5% | +18.6% | -12.2% | -0.1% |
| 6M | +13.2% | +17.9% | -4.8% | +6.3% |
| YTD | +1.8% | +28.9% | -27.1% | -7.4% |
| 1Y | -1.0% | +16.6% | -17.6% | -6.9% |
| 3Y | +66.0% | +63.6% | +2.4% | +37.3% |
| 5Y | +31.2% | +30.0% | +1.2% | +16.7% |
| 10Y | +278.5% | +191.9% | +86.6% | +152.2% |
| All | +12,790.5% | +5,633.2% | +7,157.2% | +5,664.5% |
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