+18,343.2%
BN vs LH
+1,581.5%
+16,761.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +4.3% | +4.8% | -0.5% | +3.6% |
| 30D | +14.3% | +18.8% | -4.5% | +11.4% |
| 3M | -4.1% | +15.7% | -19.8% | -6.2% |
| 6M | -9.7% | +46.7% | -56.3% | -14.8% |
| YTD | -7.1% | +48.9% | -56.1% | -12.7% |
| 1Y | -7.4% | +43.5% | -50.9% | -12.5% |
| 3Y | +102.3% | +86.9% | +15.4% | +83.8% |
| 5Y | +35.9% | +60.4% | -24.5% | +26.1% |
| 10Y | +289.2% | +260.7% | +28.5% | +226.1% |
| All | +18,343.2% | +1,581.5% | +16,761.6% | +13,326.1% |
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