+7.2%
BAH vs LTH
+137.1%
-129.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.4% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | +20.8% | +15.7% | +5.1% | +19.5% |
| 3M | +11.6% | +5.0% | +6.6% | +11.1% |
| 6M | +23.1% | +37.7% | -14.6% | +20.0% |
| YTD | +5.3% | +75.0% | -69.8% | +0.3% |
| 1Y | +6.1% | +82.6% | -76.5% | +0.8% |
| 3Y | -27.5% | +241.3% | -268.8% | -35.2% |
| All | +7.2% | +137.1% | -129.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling