+65.5%
LH vs BBWI
-44.4%
+109.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -0.8% | +1.6% | -2.4% | -1.0% |
| 30D | +2.0% | -6.2% | +8.2% | +2.5% |
| 3M | +24.3% | +4.3% | +19.9% | +23.3% |
| 6M | +21.1% | -7.2% | +28.2% | +21.1% |
| YTD | +30.4% | -3.0% | +33.5% | +29.5% |
| 1Y | +18.4% | -30.8% | +49.1% | +21.9% |
| 3Y | +65.5% | -43.4% | +108.9% | +59.4% |
| All | +65.5% | -44.4% | +109.9% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling