-27.3%
BX vs LH
+14.9%
-42.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.9% |
| 7D | -5.6% | -4.7% | -0.9% | -3.9% |
| 30D | -12.2% | -3.5% | -8.7% | -11.0% |
| 3M | +7.4% | +17.7% | -10.3% | +2.1% |
| 6M | +22.2% | +15.8% | +6.4% | +16.6% |
| YTD | -14.0% | +25.1% | -39.1% | -19.7% |
| 1Y | -27.3% | +12.5% | -39.8% | -31.7% |
| All | -27.3% | +14.9% | -42.2% | -31.7% |
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