+13.6%
LH vs BWA
+54.1%
-40.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.4% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | -4.6% | -5.5% | +0.9% | -4.4% |
| 3M | +14.5% | -7.6% | +22.1% | +14.9% |
| 6M | +14.8% | +25.0% | -10.2% | +10.9% |
| YTD | +23.3% | +47.0% | -23.7% | +14.8% |
| 1Y | +13.6% | +54.0% | -40.4% | +4.6% |
| All | +13.6% | +54.1% | -40.5% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling