+179.2%
LH vs BTG
+159.3%
+19.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -4.7% | -3.8% | -0.9% | -4.4% |
| 30D | -3.5% | +3.6% | -7.1% | -3.7% |
| 3M | +17.7% | +32.0% | -14.3% | +15.2% |
| 6M | +15.8% | +3.4% | +12.4% | +14.9% |
| YTD | +25.1% | +20.8% | +4.3% | +22.5% |
| 1Y | +12.5% | +22.4% | -9.9% | +9.8% |
| 3Y | +59.8% | +91.7% | -31.9% | +49.3% |
| 5Y | +27.1% | +79.0% | -51.9% | +18.4% |
| All | +179.2% | +159.3% | +19.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling