-63.8%
BAX vs LTH
+186.2%
-250.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +3.6% | +6.4% | -2.7% | +2.8% |
| 30D | +8.5% | +16.7% | -8.2% | +6.1% |
| 3M | -4.9% | +11.7% | -16.5% | -6.5% |
| 6M | +47.0% | +48.5% | -1.5% | +38.8% |
| YTD | +38.4% | +78.4% | -40.0% | +27.0% |
| 1Y | +49.1% | +89.7% | -40.5% | +35.7% |
| 3Y | -14.9% | +245.6% | -260.5% | -27.8% |
| 5Y | -63.1% | +142.7% | -205.8% | -69.5% |
| All | -63.8% | +186.2% | -250.0% | -70.4% |
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