+1,021.3%
LH vs BWA
+2,606.8%
-1,585.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.1% | +4.3% | -3.2% | +0.1% |
| 30D | +16.7% | -13.0% | +29.8% | +20.2% |
| 3M | +15.1% | -24.8% | +39.9% | +22.0% |
| 6M | +46.3% | -23.5% | +69.8% | +53.5% |
| YTD | +48.8% | +13.8% | +34.9% | +41.0% |
| 1Y | +39.7% | +13.4% | +26.3% | +32.4% |
| 3Y | +87.0% | +62.8% | +24.3% | +60.7% |
| 5Y | +53.0% | +28.5% | +24.5% | +35.7% |
| 10Y | +264.3% | +95.4% | +169.0% | +180.4% |
| All | +1,021.3% | +2,606.8% | -1,585.5% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling