-1.7%
BAH vs LTH
+156.3%
-158.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.8% |
| 7D | -4.3% | +1.5% | -5.9% | -4.4% |
| 30D | -4.5% | -3.1% | -1.4% | -4.3% |
| 3M | -7.6% | +28.1% | -35.7% | -9.3% |
| 6M | -10.6% | +67.4% | -78.0% | -14.3% |
| YTD | -12.6% | +59.8% | -72.3% | -15.8% |
| 1Y | -27.0% | +45.6% | -72.6% | -29.3% |
| 3Y | -31.5% | +162.0% | -193.5% | -37.0% |
| All | -1.7% | +156.3% | -158.0% | -8.4% |
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 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