-64.6%
BAX vs LTH
+160.9%
-225.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -5.5% | -4.6% | -0.9% | -4.9% |
| 3M | +33.5% | +32.8% | +0.7% | +28.2% |
| 6M | +35.9% | +64.6% | -28.8% | +26.3% |
| YTD | +35.4% | +62.6% | -27.3% | +25.9% |
| 1Y | +9.8% | +49.9% | -40.2% | +3.1% |
| 3Y | -32.7% | +151.3% | -184.1% | -41.1% |
| All | -64.6% | +160.9% | -225.5% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling