+258.5%
LH vs BWA
+94.6%
+163.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +2.5% | +7.3% | -4.8% | +0.6% |
| 30D | +18.7% | -15.8% | +34.5% | +23.8% |
| 3M | +15.3% | -25.7% | +41.1% | +23.9% |
| 6M | +45.4% | -19.6% | +65.0% | +51.4% |
| YTD | +49.5% | +14.1% | +35.4% | +38.8% |
| 1Y | +41.4% | +12.2% | +29.2% | +31.7% |
| 3Y | +87.6% | +63.8% | +23.8% | +52.5% |
| 5Y | +53.8% | +28.7% | +25.0% | +30.2% |
| All | +258.5% | +94.6% | +163.8% | +145.1% |
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