+1,588.1%
LH vs BBWI
+920.1%
+667.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.6% |
| 7D | +2.5% | -4.5% | +7.0% | +3.3% |
| 30D | +18.7% | +17.1% | +1.6% | +15.2% |
| 3M | +15.3% | +17.5% | -2.1% | +11.2% |
| 6M | +45.4% | +12.8% | +32.6% | +40.2% |
| YTD | +49.5% | +8.2% | +41.4% | +43.7% |
| 1Y | +41.4% | -1.8% | +43.2% | +36.9% |
| 3Y | +87.6% | -25.8% | +113.4% | +83.9% |
| 5Y | +53.8% | -68.0% | +121.8% | +69.7% |
| 10Y | +266.2% | -47.6% | +313.7% | +215.6% |
| All | +1,588.1% | +920.1% | +667.9% | +419.1% |
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 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