-1.5%
BAC vs LTH
+84.0%
-85.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.4% | +2.9% |
| 7D | +1.5% | +9.9% | -8.3% | 0.0% |
| 30D | -4.4% | +18.3% | -22.7% | -7.0% |
| 3M | -17.5% | +5.9% | -23.4% | -18.4% |
| 6M | -0.1% | +80.3% | -80.4% | -11.0% |
| YTD | -4.6% | +78.3% | -82.9% | -14.7% |
| 1Y | -1.5% | +81.0% | -82.5% | -12.5% |
| All | -1.5% | +84.0% | -85.6% | -12.5% |
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