+65.5%
LH vs BWA
+72.9%
-7.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -0.8% | +4.3% | -5.1% | -1.5% |
| 30D | +2.0% | -2.9% | +4.9% | +2.4% |
| 3M | +24.3% | -12.4% | +36.7% | +26.6% |
| 6M | +21.1% | +28.6% | -7.5% | +14.2% |
| YTD | +30.4% | +48.2% | -17.8% | +17.9% |
| 1Y | +18.4% | +50.9% | -32.5% | +6.4% |
| 3Y | +65.5% | +72.2% | -6.7% | +36.5% |
| All | +65.5% | +72.9% | -7.4% | +36.5% |
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 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