+25.1%
BX vs LH
+63.5%
-38.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -5.7% | -3.2% | -2.5% | -4.1% |
| 30D | -8.9% | +0.1% | -9.0% | -8.9% |
| 3M | +8.4% | +18.6% | -10.2% | -0.9% |
| 6M | +18.9% | +17.9% | +1.0% | +9.1% |
| YTD | -13.6% | +28.9% | -42.6% | -24.9% |
| 1Y | -22.4% | +16.6% | -39.1% | -29.0% |
| All | +25.1% | +63.5% | -38.4% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling