+256.7%
LH vs BWA
+94.2%
+162.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.1% | +4.3% | -3.2% | 0.0% |
| 30D | +16.7% | -13.0% | +29.8% | +20.8% |
| 3M | +15.1% | -24.8% | +39.9% | +23.2% |
| 6M | +46.3% | -23.5% | +69.8% | +54.6% |
| YTD | +48.8% | +13.8% | +34.9% | +38.2% |
| 1Y | +39.7% | +13.4% | +26.3% | +29.7% |
| 3Y | +87.0% | +62.8% | +24.3% | +52.3% |
| 5Y | +53.0% | +28.5% | +24.5% | +29.6% |
| All | +256.7% | +94.2% | +162.4% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling