+47.2%
LH vs BB
+88.0%
-40.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.0% | -3.0% | +3.8% |
| 7D | +2.1% | -6.8% | +8.9% | +2.1% |
| 30D | +19.2% | -3.5% | +22.7% | +19.0% |
| 3M | +18.0% | -1.2% | +19.2% | +17.7% |
| 6M | +46.1% | +57.0% | -10.9% | +42.2% |
| YTD | +47.7% | +131.1% | -83.4% | +40.1% |
| 1Y | +47.2% | +87.6% | -40.3% | +39.7% |
| All | +47.2% | +88.0% | -40.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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