+1,382.1%
LH vs BBWI
+844.1%
+538.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.9% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | +4.3% | -5.2% | +9.5% | +5.0% |
| 3M | +25.5% | +11.1% | +14.4% | +22.2% |
| 6M | +17.0% | -13.4% | +30.3% | +18.2% |
| YTD | +31.3% | +0.1% | +31.2% | +28.6% |
| 1Y | +20.0% | -36.1% | +56.1% | +26.0% |
| 3Y | +63.9% | -44.1% | +108.0% | +69.8% |
| 5Y | +30.9% | -66.2% | +97.1% | +43.1% |
| 10Y | +191.4% | -54.8% | +246.2% | +159.3% |
| All | +1,382.1% | +844.1% | +538.0% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling