+17,406.1%
BN vs LH
+1,382.1%
+16,024.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | -9.5% | +4.3% | -13.8% | -10.1% |
| 3M | -10.4% | +25.5% | -35.9% | -13.4% |
| 6M | -6.4% | +17.0% | -23.3% | -8.6% |
| YTD | -11.9% | +31.3% | -43.1% | -15.5% |
| 1Y | -8.6% | +20.0% | -28.6% | -11.3% |
| 3Y | +77.6% | +63.9% | +13.7% | +64.6% |
| 5Y | +37.0% | +30.9% | +6.2% | +30.8% |
| 10Y | +266.4% | +191.4% | +75.0% | +215.4% |
| All | +17,406.1% | +1,382.1% | +16,024.0% | +12,893.1% |
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 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