+1,330.2%
BP vs LH
+1,382.1%
-51.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +3.9% | -2.5% | +6.4% | +4.2% |
| 30D | +7.6% | +4.3% | +3.3% | +7.0% |
| 3M | +0.7% | +25.5% | -24.8% | -2.3% |
| 6M | +15.5% | +17.0% | -1.5% | +13.0% |
| YTD | +30.8% | +31.3% | -0.4% | +26.0% |
| 1Y | +34.3% | +20.0% | +14.3% | +30.7% |
| 3Y | +35.1% | +63.9% | -28.8% | +25.8% |
| 5Y | +126.8% | +30.9% | +96.0% | +115.8% |
| 10Y | +123.4% | +191.4% | -68.0% | +91.4% |
| All | +1,330.2% | +1,382.1% | -51.9% | +970.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling