-10.6%
BA vs LTH
+84.0%
-94.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +1.1% |
| 7D | +5.9% | +9.9% | -4.0% | +4.3% |
| 30D | -8.2% | +18.3% | -26.5% | -10.6% |
| 3M | -25.4% | +5.9% | -31.3% | -26.3% |
| 6M | -20.0% | +80.3% | -100.3% | -26.7% |
| YTD | -18.5% | +78.3% | -96.8% | -24.7% |
| 1Y | -10.6% | +81.0% | -91.6% | -17.6% |
| All | -10.6% | +84.0% | -94.7% | -17.6% |
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