-23.1%
BA vs LTH
+155.3%
-178.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -0.1% | +5.3% | -5.4% | -1.3% |
| 30D | -9.1% | +18.3% | -27.4% | -12.7% |
| 3M | -28.2% | +5.4% | -33.6% | -29.2% |
| 6M | -23.1% | +62.5% | -85.6% | -31.8% |
| YTD | -20.6% | +79.6% | -100.2% | -31.6% |
| 1Y | -12.7% | +88.1% | -100.9% | -25.8% |
| 3Y | -11.6% | +272.5% | -284.0% | -37.7% |
| 5Y | -23.1% | +146.1% | -169.3% | -45.4% |
| All | -23.1% | +155.3% | -178.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling