+27.4%
BP vs LH
+43.1%
-15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | +1.2% | -2.0% | -0.6% |
| 30D | -3.1% | +18.0% | -21.1% | -0.7% |
| 3M | +6.2% | +15.7% | -9.5% | +8.5% |
| 6M | +4.8% | +46.6% | -41.8% | +10.2% |
| YTD | +35.2% | +49.5% | -14.3% | +40.9% |
| 1Y | +27.4% | +40.2% | -12.8% | +36.3% |
| All | +27.4% | +43.1% | -15.7% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling