+950.6%
BX vs LH
+404.5%
+546.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -2.0% | -0.8% | -1.1% | -1.4% |
| 30D | -2.3% | +2.0% | -4.3% | -3.6% |
| 3M | +18.5% | +24.3% | -5.7% | +1.9% |
| 6M | +23.7% | +21.1% | +2.7% | +8.2% |
| YTD | -10.4% | +30.4% | -40.8% | -25.9% |
| 1Y | -19.6% | +18.4% | -37.9% | -29.5% |
| 3Y | +30.8% | +65.5% | -34.7% | -10.6% |
| 5Y | +24.3% | +29.9% | -5.5% | -0.4% |
| 10Y | +679.5% | +186.6% | +492.8% | +214.6% |
| All | +950.6% | +404.5% | +546.2% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling