+29.5%
BAC vs LTH
+183.0%
-153.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.0% | +7.0% | -5.0% | +0.6% |
| 30D | -6.9% | +15.4% | -22.4% | -9.7% |
| 3M | -19.6% | +7.0% | -26.6% | -20.8% |
| 6M | -0.5% | +46.9% | -47.3% | -8.4% |
| YTD | -6.6% | +76.4% | -83.0% | -17.8% |
| 1Y | -3.0% | +83.7% | -86.7% | -15.4% |
| 3Y | +97.3% | +248.9% | -151.6% | +48.3% |
| 5Y | +21.9% | +141.8% | -120.0% | -8.7% |
| All | +29.5% | +183.0% | -153.5% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling