+76.2%
BND vs LH
+441.2%
-365.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -0.8% | +1.0% | +0.2% |
| 30D | -0.4% | +2.0% | -2.4% | -0.4% |
| 3M | -0.2% | +24.3% | -24.5% | -0.6% |
| 6M | -1.2% | +21.1% | -22.2% | -1.5% |
| YTD | -0.3% | +30.4% | -30.8% | -0.8% |
| 1Y | +0.4% | +18.4% | -18.0% | +0.1% |
| 3Y | +13.4% | +65.5% | -52.1% | +12.4% |
| 5Y | -1.5% | +29.9% | -31.4% | -2.3% |
| 10Y | +15.5% | +186.6% | -171.2% | +14.0% |
| All | +76.2% | +441.2% | -365.0% | +72.1% |
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