+18.0%
BAC vs LTH
+142.9%
-124.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.2% | +4.5% | -5.7% | -2.1% |
| 30D | -7.7% | +16.3% | -24.0% | -10.6% |
| 3M | -21.2% | +8.4% | -29.5% | -22.6% |
| 6M | -6.8% | +40.3% | -47.1% | -13.7% |
| YTD | -8.7% | +77.3% | -86.0% | -20.1% |
| 1Y | -5.3% | +88.0% | -93.2% | -18.2% |
| 3Y | +87.4% | +274.3% | -186.8% | +37.0% |
| All | +18.0% | +142.9% | -124.9% | -13.0% |
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