+41.4%
LH vs BB
+100.9%
-59.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +2.5% | +9.0% | -6.5% | +2.3% |
| 30D | +18.7% | +7.7% | +11.0% | +18.3% |
| 3M | +15.3% | +4.0% | +11.4% | +15.0% |
| 6M | +45.4% | +46.6% | -1.2% | +41.9% |
| YTD | +49.5% | +140.6% | -91.1% | +41.6% |
| 1Y | +41.4% | +103.1% | -61.7% | +32.6% |
| All | +41.4% | +100.9% | -59.5% | +32.6% |
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