+87.9%
LH vs BWA
+65.2%
+22.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | +18.0% | -14.6% | +32.6% | +20.6% |
| 3M | +15.7% | -26.2% | +41.9% | +20.7% |
| 6M | +46.6% | -18.4% | +65.1% | +49.1% |
| YTD | +49.5% | +14.7% | +34.8% | +39.0% |
| 1Y | +40.2% | +13.3% | +26.8% | +30.6% |
| All | +87.9% | +65.2% | +22.8% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling