-27.3%
BAH vs LTH
+234.6%
-261.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.5% |
| 7D | -2.6% | -4.6% | +2.1% | -2.2% |
| 30D | +20.4% | +14.8% | +5.5% | +19.2% |
| 3M | +11.9% | +3.9% | +7.9% | +11.4% |
| 6M | +17.1% | +35.5% | -18.4% | +14.3% |
| YTD | +5.5% | +71.3% | -65.8% | +0.4% |
| 1Y | +5.6% | +75.7% | -70.1% | +0.2% |
| All | -27.3% | +234.6% | -261.9% | -37.1% |
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