+13.6%
LH vs BBWI
-35.0%
+48.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.3% |
| 7D | -7.4% | -8.0% | +0.6% | -7.0% |
| 30D | -4.6% | -6.6% | +2.0% | -4.3% |
| 3M | +14.5% | -2.7% | +17.2% | +14.6% |
| 6M | +14.8% | -12.8% | +27.6% | +15.4% |
| YTD | +23.3% | -10.5% | +33.7% | +23.6% |
| 1Y | +13.6% | -35.3% | +48.9% | +16.1% |
| All | +13.6% | -35.0% | +48.6% | +16.1% |
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 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