+30.0%
LH vs BB
-25.5%
+55.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -3.2% | +1.8% | -5.0% | -3.3% |
| 30D | +0.1% | -12.2% | +12.4% | +1.1% |
| 3M | +18.6% | -12.3% | +31.0% | +19.1% |
| 6M | +17.9% | +122.7% | -104.8% | +7.4% |
| YTD | +28.9% | +104.5% | -75.5% | +18.3% |
| 1Y | +16.6% | +106.7% | -90.0% | +6.4% |
| 3Y | +63.6% | +70.0% | -6.4% | +47.5% |
| 5Y | +30.0% | -27.8% | +57.8% | +25.0% |
| All | +30.0% | -25.5% | +55.5% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling