+33.2%
BN vs LH
+28.2%
+5.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.3% |
| 7D | -3.0% | -3.2% | +0.2% | -1.4% |
| 30D | -13.0% | +0.1% | -13.2% | -13.1% |
| 3M | -15.2% | +18.6% | -33.9% | -22.8% |
| 6M | -5.9% | +17.9% | -23.8% | -14.1% |
| YTD | -15.8% | +28.9% | -44.7% | -27.3% |
| 1Y | -12.2% | +16.6% | -28.8% | -20.2% |
| 3Y | +72.2% | +63.6% | +8.7% | +25.5% |
| 5Y | +33.2% | +30.0% | +3.2% | +6.1% |
| All | +33.2% | +28.2% | +5.0% | +6.1% |
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