+12.5%
LH vs BOXX
+4.0%
+8.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.6% |
| 7D | -4.7% | +0.1% | -4.7% | -4.6% |
| 30D | -3.5% | +0.3% | -3.8% | -2.8% |
| 3M | +17.7% | +1.0% | +16.7% | +18.1% |
| 6M | +15.8% | +1.9% | +13.8% | +16.0% |
| YTD | +25.1% | +2.7% | +22.4% | +18.6% |
| 1Y | +12.5% | +4.0% | +8.5% | -10.2% |
| All | +12.5% | +4.0% | +8.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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