+135.8%
BP vs LH
+31.3%
+104.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.5% |
| 7D | +0.9% | -0.8% | +1.8% | +1.0% |
| 30D | +9.1% | +2.0% | +7.1% | +8.8% |
| 3M | +3.9% | +24.3% | -20.3% | +0.9% |
| 6M | +13.6% | +21.1% | -7.4% | +10.6% |
| YTD | +34.0% | +30.4% | +3.6% | +28.8% |
| 1Y | +39.2% | +18.4% | +20.8% | +35.7% |
| 3Y | +36.4% | +65.5% | -29.0% | +24.1% |
| 5Y | +135.8% | +29.9% | +105.9% | +112.6% |
| All | +135.8% | +31.3% | +104.5% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling