-64.7%
BAX vs LTH
+184.4%
-249.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | +12.1% | +4.5% | +7.7% | +11.5% |
| 30D | +7.6% | +16.3% | -8.8% | +5.3% |
| 3M | -4.5% | +8.4% | -12.9% | -5.7% |
| 6M | +52.0% | +40.3% | +11.7% | +44.6% |
| YTD | +35.1% | +77.3% | -42.1% | +24.1% |
| 1Y | +43.7% | +88.0% | -44.2% | +31.0% |
| 3Y | -20.9% | +274.3% | -295.2% | -33.4% |
| 5Y | -63.5% | +142.9% | -206.4% | -69.9% |
| All | -64.7% | +184.4% | -249.1% | -71.0% |
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