+191.9%
LH vs BUD
-24.2%
+216.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | +0.1% | -6.1% | +6.3% | +1.9% |
| 3M | +18.6% | -3.8% | +22.4% | +19.7% |
| 6M | +17.9% | +8.2% | +9.8% | +14.7% |
| YTD | +28.9% | +23.6% | +5.4% | +20.4% |
| 1Y | +16.6% | +33.4% | -16.8% | +6.4% |
| 3Y | +63.6% | +45.3% | +18.2% | +43.5% |
| 5Y | +30.0% | +44.3% | -14.3% | +12.4% |
| 10Y | +191.9% | -22.8% | +214.7% | +165.0% |
| All | +191.9% | -24.2% | +216.1% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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