+13.6%
BAH vs LTH
+57.3%
-43.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.6% |
| 7D | -3.5% | +4.5% | -8.0% | -3.1% |
| 30D | +24.3% | +16.3% | +7.9% | +26.7% |
| 3M | +16.3% | +8.4% | +8.0% | +16.6% |
| 6M | +13.6% | +40.3% | -26.7% | +29.5% |
| All | +13.6% | +57.3% | -43.7% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling