-16.6%
BX vs LH
+20.0%
-36.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -4.4% | -2.5% | -1.9% | -3.5% |
| 30D | +0.1% | +4.3% | -4.3% | -1.3% |
| 3M | +16.0% | +25.5% | -9.5% | +7.8% |
| 6M | +21.6% | +17.0% | +4.7% | +14.9% |
| YTD | -8.9% | +31.3% | -40.2% | -16.3% |
| 1Y | -16.6% | +20.0% | -36.6% | -22.6% |
| All | -16.6% | +20.0% | -36.6% | -22.6% |
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 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