+61.5%
LH vs BOXX
+18.4%
+43.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -4.6% | +0.3% | -4.9% | -4.6% |
| 3M | +14.5% | +1.0% | +13.5% | +13.9% |
| 6M | +14.8% | +1.9% | +12.9% | +13.5% |
| YTD | +23.3% | +2.6% | +20.6% | +20.7% |
| 1Y | +13.6% | +4.0% | +9.6% | +9.5% |
| 3Y | +56.3% | +14.6% | +41.7% | +37.7% |
| All | +61.5% | +18.4% | +43.1% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling