+16.0%
BX vs LH
+23.7%
-7.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | 0.0% |
| 7D | -8.9% | -7.4% | -1.5% | -4.3% |
| 30D | -14.8% | -4.6% | -10.2% | -12.2% |
| 3M | +6.9% | +14.5% | -7.6% | -2.3% |
| 6M | +16.3% | +14.8% | +1.5% | +6.0% |
| YTD | -16.1% | +23.3% | -39.3% | -27.4% |
| 1Y | -26.8% | +13.6% | -40.4% | -33.6% |
| 3Y | +22.4% | +56.3% | -33.9% | -13.4% |
| 5Y | +16.0% | +25.2% | -9.2% | -4.9% |
| All | +16.0% | +23.7% | -7.7% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling