+10,679.8%
LH vs BB
+314.8%
+10,365.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +1.1% | +1.8% | -0.8% | +0.9% |
| 30D | +16.7% | +8.1% | +8.6% | +15.8% |
| 3M | +15.1% | -1.0% | +16.1% | +14.7% |
| 6M | +46.3% | +45.9% | +0.4% | +40.3% |
| YTD | +48.8% | +134.8% | -86.1% | +36.8% |
| 1Y | +39.7% | +104.6% | -64.9% | +29.7% |
| 3Y | +87.0% | +152.8% | -65.8% | +66.6% |
| 5Y | +53.0% | -17.4% | +70.4% | +45.8% |
| 10Y | +264.3% | +22.4% | +241.9% | +208.0% |
| All | +10,679.8% | +314.8% | +10,365.1% | +6,643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling