+57.4%
LH vs BTG
+94.1%
-36.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -4.2% |
| 7D | -7.4% | -5.5% | -1.9% | -7.1% |
| 30D | -4.6% | +6.1% | -10.7% | -5.0% |
| 3M | +14.5% | +38.6% | -24.1% | +12.0% |
| 6M | +14.8% | +0.7% | +14.1% | +14.4% |
| YTD | +23.3% | +20.3% | +2.9% | +21.0% |
| 1Y | +13.6% | +25.0% | -11.4% | +11.1% |
| All | +57.4% | +94.1% | -36.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling