+20.0%
LH vs BBWI
-34.3%
+54.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.5% |
| 7D | -2.5% | +1.5% | -4.0% | -2.5% |
| 30D | +4.3% | -5.2% | +9.5% | +4.6% |
| 3M | +25.5% | +11.1% | +14.4% | +24.9% |
| 6M | +17.0% | -13.4% | +30.3% | +17.3% |
| YTD | +31.3% | +0.1% | +31.2% | +30.9% |
| 1Y | +20.0% | -36.1% | +56.1% | +21.0% |
| All | +20.0% | -34.3% | +54.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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