+2.3%
BBY vs LTH
+150.3%
-148.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.7% | -3.7% | +4.4% | +1.7% |
| 30D | +5.8% | -5.3% | +11.1% | +7.4% |
| 3M | +18.0% | +24.2% | -6.2% | +11.5% |
| 6M | +39.8% | +54.8% | -15.0% | +24.0% |
| YTD | +35.4% | +56.1% | -20.7% | +19.6% |
| 1Y | +21.4% | +45.5% | -24.1% | +9.0% |
| 3Y | +39.5% | +155.9% | -116.4% | +5.3% |
| All | +2.3% | +150.3% | -148.0% | -27.5% |
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