+449.5%
LH vs BR
+1,281.7%
-832.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -3.2% | -5.0% | +1.8% | -1.5% |
| 30D | +0.1% | -2.5% | +2.6% | +0.9% |
| 3M | +18.6% | +13.5% | +5.1% | +13.1% |
| 6M | +17.9% | -9.4% | +27.3% | +21.2% |
| YTD | +28.9% | -23.3% | +52.2% | +39.7% |
| 1Y | +16.6% | -31.6% | +48.2% | +31.7% |
| 3Y | +63.6% | -5.1% | +68.6% | +63.5% |
| 5Y | +30.0% | +8.2% | +21.8% | +22.3% |
| 10Y | +191.9% | +189.8% | +2.1% | +96.7% |
| All | +449.5% | +1,281.7% | -832.2% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling