+360.5%
BE vs LTH
+54.1%
+306.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.4% |
| 7D | +20.0% | -0.6% | +20.6% | +20.0% |
| 30D | +7.9% | -4.6% | +12.5% | +7.8% |
| 3M | -13.2% | +32.8% | -46.0% | -17.6% |
| 6M | +53.5% | +64.6% | -11.2% | +42.3% |
| YTD | +191.0% | +62.6% | +128.4% | +170.3% |
| 1Y | +360.5% | +49.9% | +310.6% | +369.7% |
| All | +360.5% | +54.1% | +306.4% | +369.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling