+28.6%
LH vs BR
+8.0%
+20.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -4.7% | -3.0% | -1.7% | -3.7% |
| 30D | -3.5% | -0.3% | -3.2% | -3.4% |
| 3M | +17.7% | +17.3% | +0.4% | +10.8% |
| 6M | +15.8% | -6.7% | +22.5% | +18.0% |
| YTD | +25.1% | -23.4% | +48.5% | +37.1% |
| 1Y | +12.5% | -32.7% | +45.2% | +30.0% |
| 3Y | +59.8% | -5.9% | +65.7% | +61.1% |
| All | +28.6% | +8.0% | +20.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling