+9,484.4%
BNY vs LH
+1,291.7%
+8,192.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.0% |
| 7D | -1.1% | -7.4% | +6.3% | +0.6% |
| 30D | +1.4% | -4.6% | +6.0% | +2.4% |
| 3M | +16.8% | +14.5% | +2.3% | +13.2% |
| 6M | +42.0% | +14.8% | +27.2% | +37.4% |
| YTD | +41.9% | +23.3% | +18.7% | +35.1% |
| 1Y | +59.2% | +13.6% | +45.6% | +54.0% |
| 3Y | +290.9% | +56.3% | +234.6% | +251.2% |
| 5Y | +259.0% | +25.2% | +233.8% | +236.2% |
| 10Y | +413.0% | +179.1% | +234.0% | +301.6% |
| All | +9,484.4% | +1,291.7% | +8,192.7% | +4,948.3% |
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