+18.1%
BAH vs LTH
+183.0%
-164.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -1.5% | +7.0% | -8.5% | -2.0% |
| 30D | +17.3% | +15.4% | +1.8% | +16.1% |
| 3M | +14.9% | +7.0% | +7.8% | +14.2% |
| 6M | +14.2% | +46.9% | -32.6% | +11.0% |
| YTD | +5.1% | +76.4% | -71.3% | +0.5% |
| 1Y | +2.1% | +83.7% | -81.7% | -2.7% |
| 3Y | -26.0% | +248.9% | -274.9% | -33.2% |
| 5Y | +9.0% | +141.8% | -132.9% | -1.8% |
| All | +18.1% | +183.0% | -164.8% | +9.3% |
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