+470.7%
LH vs BTG
+385.9%
+84.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.2% |
| 7D | -3.2% | +2.4% | -5.6% | -3.3% |
| 30D | +0.1% | +9.5% | -9.3% | -0.2% |
| 3M | +18.6% | +38.5% | -19.9% | +17.0% |
| 6M | +17.9% | +5.6% | +12.3% | +17.3% |
| YTD | +28.9% | +23.9% | +5.0% | +27.3% |
| 1Y | +16.6% | +32.1% | -15.5% | +14.7% |
| 3Y | +63.6% | +103.2% | -39.6% | +57.4% |
| 5Y | +30.0% | +79.7% | -49.7% | +25.1% |
| 10Y | +191.9% | +159.1% | +32.8% | +176.4% |
| All | +470.7% | +385.9% | +84.9% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling