+258.5%
BN vs LH
+183.3%
+75.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | -0.3% |
| 7D | -5.2% | -4.7% | -0.5% | -2.9% |
| 30D | -14.5% | -3.5% | -11.0% | -13.0% |
| 3M | -15.0% | +17.7% | -32.7% | -22.2% |
| 6M | -5.4% | +15.8% | -21.2% | -12.8% |
| YTD | -16.4% | +25.1% | -41.5% | -26.4% |
| 1Y | -16.2% | +12.5% | -28.7% | -22.4% |
| 3Y | +67.5% | +59.8% | +7.8% | +26.9% |
| 5Y | +34.1% | +27.1% | +7.1% | +12.8% |
| All | +258.5% | +183.3% | +75.2% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling