+258.5%
LH vs BBWI
-48.2%
+306.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.5% |
| 7D | +2.5% | -4.5% | +7.0% | +3.2% |
| 30D | +18.7% | +17.1% | +1.6% | +15.7% |
| 3M | +15.3% | +17.5% | -2.1% | +11.8% |
| 6M | +45.4% | +12.8% | +32.6% | +40.9% |
| YTD | +49.5% | +8.2% | +41.4% | +44.6% |
| 1Y | +41.4% | -1.8% | +43.2% | +37.6% |
| 3Y | +87.6% | -25.8% | +113.4% | +84.5% |
| 5Y | +53.8% | -68.0% | +121.8% | +69.6% |
| All | +258.5% | -48.2% | +306.7% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling