+175.1%
LH vs BWA
+153.1%
+22.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | -4.6% | -5.5% | +0.9% | -3.3% |
| 3M | +14.5% | -7.6% | +22.1% | +16.3% |
| 6M | +14.8% | +25.0% | -10.2% | +6.3% |
| YTD | +23.3% | +47.0% | -23.7% | +7.6% |
| 1Y | +13.6% | +54.0% | -40.4% | -2.5% |
| 3Y | +56.3% | +70.7% | -14.3% | +26.8% |
| 5Y | +25.2% | +86.7% | -61.5% | -4.6% |
| All | +175.1% | +153.1% | +22.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BWA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling