+49.1%
BAX vs LTH
+83.5%
-34.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +9.0% | +7.0% | +2.0% | +7.7% |
| 30D | +8.5% | +15.4% | -7.0% | +5.2% |
| 3M | -4.1% | +7.0% | -11.1% | -5.4% |
| 6M | +46.9% | +46.9% | +0.1% | +33.2% |
| YTD | +38.4% | +76.4% | -38.0% | +16.5% |
| All | +49.1% | +83.5% | -34.4% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling