+1,305.4%
BE vs LTH
+152.0%
+1,153.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.1% |
| 7D | +23.9% | -4.0% | +27.9% | +26.1% |
| 30D | +27.8% | -1.7% | +29.5% | +28.4% |
| 3M | +3.7% | +28.0% | -24.3% | -9.3% |
| 6M | +78.0% | +54.1% | +23.9% | +40.5% |
| YTD | +209.9% | +57.1% | +152.8% | +141.6% |
| 1Y | +389.6% | +45.8% | +343.8% | +291.9% |
| 3Y | +1,730.6% | +157.6% | +1,573.0% | +922.7% |
| All | +1,305.4% | +152.0% | +1,153.5% | +674.6% |
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 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