-19.3%
BAX vs LTH
+234.6%
-253.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.5% |
| 7D | +0.4% | -4.6% | +5.0% | +1.2% |
| 30D | +3.4% | +14.8% | -11.4% | +0.5% |
| 3M | -4.5% | +3.9% | -8.4% | -5.4% |
| 6M | +44.0% | +35.5% | +8.5% | +34.7% |
| YTD | +34.9% | +71.3% | -36.4% | +19.5% |
| 1Y | +37.9% | +75.7% | -37.8% | +21.5% |
| All | -19.3% | +234.6% | -253.9% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling