+889.3%
LH vs BWA
+3,492.4%
-2,603.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.0% |
| 7D | -2.5% | +5.7% | -8.1% | -3.7% |
| 30D | +4.3% | +1.4% | +2.9% | +3.9% |
| 3M | +25.5% | -12.1% | +37.6% | +28.4% |
| 6M | +17.0% | +28.6% | -11.6% | +9.3% |
| YTD | +31.3% | +51.1% | -19.8% | +17.3% |
| 1Y | +20.0% | +55.9% | -35.9% | +6.2% |
| 3Y | +63.9% | +70.1% | -6.3% | +39.7% |
| 5Y | +30.9% | +90.7% | -59.8% | +6.5% |
| 10Y | +191.4% | +154.0% | +37.4% | +112.2% |
| All | +889.3% | +3,492.4% | -2,603.0% | +296.5% |
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 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