+16.3%
BAH vs LTH
+184.4%
-168.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.4% |
| 7D | -3.5% | +4.5% | -8.0% | -3.8% |
| 30D | +24.3% | +16.3% | +7.9% | +23.0% |
| 3M | +16.3% | +8.4% | +8.0% | +15.6% |
| 6M | +13.6% | +40.3% | -26.7% | +10.8% |
| YTD | +3.5% | +77.3% | -73.8% | -1.1% |
| 1Y | +2.7% | +88.0% | -85.3% | -2.2% |
| 3Y | -26.6% | +274.3% | -300.8% | -34.1% |
| 5Y | +8.5% | +142.9% | -134.4% | -2.3% |
| All | +16.3% | +184.4% | -168.1% | +7.6% |
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