-8.0%
BA vs LTH
+54.1%
-62.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | -11.6% | -4.6% | -7.0% | -11.1% |
| 3M | -2.4% | +32.8% | -35.2% | -6.2% |
| 6M | -6.6% | +64.6% | -71.2% | -12.4% |
| YTD | -2.2% | +62.6% | -64.9% | -8.2% |
| 1Y | -8.0% | +49.9% | -58.0% | -15.5% |
| All | -8.0% | +54.1% | -62.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling