+134.0%
BP vs LH
+179.1%
-45.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.2% |
| 7D | +5.7% | -7.4% | +13.1% | +8.2% |
| 30D | +8.1% | -4.6% | +12.7% | +9.5% |
| 3M | +8.6% | +14.5% | -5.9% | +3.6% |
| 6M | +18.1% | +14.8% | +3.3% | +12.2% |
| YTD | +37.6% | +23.3% | +14.3% | +27.3% |
| 1Y | +39.4% | +13.6% | +25.8% | +32.1% |
| 3Y | +40.1% | +56.3% | -16.3% | +16.5% |
| 5Y | +141.3% | +25.2% | +116.1% | +113.4% |
| All | +134.0% | +179.1% | -45.1% | +43.4% |
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