+661.1%
BX vs LH
+183.3%
+477.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.6% |
| 7D | -5.6% | -4.7% | -0.9% | -2.9% |
| 30D | -12.2% | -3.5% | -8.7% | -10.4% |
| 3M | +7.4% | +17.7% | -10.3% | -2.5% |
| 6M | +22.2% | +15.8% | +6.4% | +11.9% |
| YTD | -14.0% | +25.1% | -39.1% | -25.0% |
| 1Y | -27.3% | +12.5% | -39.8% | -32.9% |
| 3Y | +24.5% | +59.8% | -35.2% | -7.7% |
| 5Y | +18.9% | +27.1% | -8.2% | -0.6% |
| All | +661.1% | +183.3% | +477.8% | +288.8% |
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