+839.4%
LH vs BG
+1,185.2%
-345.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.3% |
| 30D | +2.0% | +15.0% | -13.0% | -0.9% |
| 3M | +24.3% | -0.7% | +24.9% | +24.0% |
| 6M | +21.1% | +7.5% | +13.6% | +18.6% |
| YTD | +30.4% | +41.6% | -11.2% | +20.8% |
| 1Y | +18.4% | +50.7% | -32.3% | +8.0% |
| 3Y | +65.5% | +20.3% | +45.2% | +55.9% |
| 5Y | +29.9% | +85.2% | -55.4% | +10.3% |
| 10Y | +186.6% | +160.6% | +26.0% | +118.3% |
| All | +839.4% | +1,185.2% | -345.8% | +462.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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