+60.6%
BAC vs LTH
+160.9%
-100.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -0.4% | -4.6% | +4.2% | +0.5% |
| 3M | +16.9% | +32.8% | -15.9% | +10.0% |
| 6M | +26.6% | +64.6% | -38.0% | +13.3% |
| YTD | +15.8% | +62.6% | -46.8% | +3.8% |
| 1Y | +27.2% | +49.9% | -22.8% | +15.6% |
| 3Y | +132.4% | +151.3% | -18.9% | +85.4% |
| All | +60.6% | +160.9% | -100.3% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling