+406.7%
BNY vs LH
+183.3%
+223.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.6% |
| 7D | -1.3% | -4.7% | +3.4% | +0.6% |
| 30D | -0.2% | -3.5% | +3.3% | +1.2% |
| 3M | +14.9% | +17.7% | -2.8% | +6.8% |
| 6M | +40.0% | +15.8% | +24.2% | +30.7% |
| YTD | +42.0% | +25.1% | +16.9% | +27.9% |
| 1Y | +56.9% | +12.5% | +44.3% | +47.4% |
| 3Y | +289.9% | +59.8% | +230.1% | +209.3% |
| 5Y | +259.2% | +27.1% | +232.1% | +209.1% |
| All | +406.7% | +183.3% | +223.4% | +198.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling