+135.7%
BP vs LH
+263.2%
-127.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -3.1% | +18.0% | -21.1% | -8.0% |
| 3M | +6.2% | +15.7% | -9.5% | +1.2% |
| 6M | +4.8% | +46.6% | -41.8% | -7.7% |
| YTD | +35.2% | +49.5% | -14.3% | +17.6% |
| 1Y | +27.4% | +40.2% | -12.8% | +13.3% |
| 3Y | +49.8% | +87.6% | -37.8% | +17.7% |
| 5Y | +109.4% | +59.3% | +50.1% | +70.9% |
| 10Y | +135.7% | +266.1% | -130.4% | +39.8% |
| All | +135.7% | +263.2% | -127.5% | +39.8% |
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