-5.8%
BN vs LH
+41.3%
-47.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | +14.0% | +16.7% | -2.8% | +9.6% |
| 3M | -9.0% | +15.1% | -24.1% | -12.2% |
| 6M | -8.8% | +46.3% | -55.2% | -17.3% |
| YTD | -10.3% | +48.8% | -59.0% | -21.4% |
| 1Y | -5.8% | +39.7% | -45.5% | -14.5% |
| All | -5.8% | +41.3% | -47.2% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling