+140.1%
BP vs LH
+263.7%
-123.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.5% | +2.5% | 0.0% | +1.8% |
| 30D | -5.6% | +18.7% | -24.3% | -10.5% |
| 3M | +8.0% | +15.3% | -7.3% | +3.1% |
| 6M | +5.7% | +45.4% | -39.7% | -6.7% |
| YTD | +36.8% | +49.5% | -12.7% | +19.0% |
| 1Y | +30.7% | +41.4% | -10.7% | +15.8% |
| 3Y | +51.6% | +87.6% | -36.0% | +19.1% |
| 5Y | +112.2% | +53.8% | +58.4% | +75.8% |
| All | +140.1% | +263.7% | -123.6% | +40.6% |
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