+179.2%
LH vs BB
+1.6%
+177.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | -3.5% | -12.5% | +9.1% | -2.5% |
| 3M | +17.7% | -17.4% | +35.1% | +18.8% |
| 6M | +15.8% | +119.1% | -103.4% | +6.4% |
| YTD | +25.1% | +102.4% | -77.3% | +15.7% |
| 1Y | +12.5% | +98.2% | -85.7% | +3.9% |
| 3Y | +59.8% | +46.9% | +12.8% | +47.4% |
| 5Y | +27.1% | -26.4% | +53.5% | +21.4% |
| All | +179.2% | +1.6% | +177.6% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling