+223.1%
BMNR vs LH
+24.0%
+199.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +1.7% |
| 7D | +0.2% | -4.7% | +4.9% | +5.9% |
| 30D | +39.9% | -3.5% | +43.4% | +46.4% |
| 3M | +51.5% | +17.7% | +33.8% | +23.8% |
| 6M | +18.9% | +15.8% | +3.1% | -1.4% |
| YTD | -7.8% | +25.1% | -32.9% | -40.6% |
| 1Y | -47.6% | +12.5% | -60.1% | -56.4% |
| All | +223.1% | +24.0% | +199.1% | -17.9% |
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 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