-64.8%
BAX vs LTH
+174.8%
-239.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.7% |
| 7D | +0.4% | -4.6% | +5.0% | +1.0% |
| 30D | +3.4% | +14.8% | -11.4% | +1.4% |
| 3M | -4.5% | +3.9% | -8.4% | -5.1% |
| 6M | +44.0% | +35.5% | +8.5% | +37.6% |
| YTD | +34.9% | +71.3% | -36.4% | +24.4% |
| 1Y | +37.9% | +75.7% | -37.8% | +26.8% |
| 3Y | -17.1% | +231.9% | -249.0% | -29.3% |
| 5Y | -64.3% | +130.5% | -194.7% | -70.3% |
| All | -64.8% | +174.8% | -239.6% | -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