+5.5%
BBY vs LTH
+150.5%
-145.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +0.6% | -4.0% | +4.6% | +1.7% |
| 30D | +9.4% | -5.3% | +14.7% | +11.0% |
| 3M | +19.3% | +19.0% | +0.3% | +14.1% |
| 6M | +47.9% | +55.8% | -7.9% | +30.9% |
| YTD | +39.6% | +56.1% | -16.6% | +23.2% |
| 1Y | +22.2% | +41.3% | -19.1% | +10.5% |
| 3Y | +45.0% | +156.6% | -111.7% | +9.3% |
| All | +5.5% | +150.5% | -145.0% | -25.3% |
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 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