-31.3%
BAH vs LTH
+157.9%
-189.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | +2.0% | -4.6% | +6.6% | +2.3% |
| 3M | -7.6% | +32.8% | -40.4% | -9.6% |
| 6M | -5.7% | +64.6% | -70.3% | -9.8% |
| YTD | -11.7% | +62.6% | -74.4% | -15.4% |
| 1Y | -27.4% | +49.9% | -77.3% | -30.0% |
| All | -31.3% | +157.9% | -189.2% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling