+30.0%
LH vs BWA
+89.5%
-59.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +0.1% | -5.6% | +5.7% | +1.1% |
| 3M | +18.6% | -10.7% | +29.3% | +20.8% |
| 6M | +17.9% | +23.2% | -5.2% | +11.6% |
| YTD | +28.9% | +46.0% | -17.1% | +16.3% |
| 1Y | +16.6% | +51.2% | -34.5% | +4.1% |
| 3Y | +63.6% | +69.6% | -6.0% | +38.4% |
| 5Y | +30.0% | +86.6% | -56.6% | +2.4% |
| All | +30.0% | +89.5% | -59.5% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling