-10.1%
BA vs LTH
+268.4%
-278.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +1.1% | +4.5% | -3.4% | +0.1% |
| 30D | -7.9% | +16.3% | -24.3% | -10.8% |
| 3M | -25.3% | +8.4% | -33.7% | -26.7% |
| 6M | -24.6% | +40.3% | -64.9% | -29.9% |
| YTD | -20.1% | +77.3% | -97.4% | -29.6% |
| 1Y | -11.8% | +88.0% | -99.7% | -23.3% |
| 3Y | -10.1% | +274.3% | -284.4% | -25.8% |
| All | -10.1% | +268.4% | -278.5% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling