-64.2%
BAX vs LTH
+137.1%
-201.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +4.1% | +15.7% | -11.6% | +1.9% |
| 3M | -4.5% | +5.0% | -9.5% | -5.4% |
| 6M | +49.2% | +37.7% | +11.6% | +42.2% |
| YTD | +35.2% | +75.0% | -39.8% | +24.2% |
| 1Y | +38.3% | +82.6% | -44.4% | +26.3% |
| 3Y | -19.0% | +241.3% | -260.3% | -31.3% |
| All | -64.2% | +137.1% | -201.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling