+85.4%
BE vs LTH
+79.8%
+5.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.0% |
| 7D | +10.8% | -1.3% | +12.1% | +10.9% |
| 30D | -19.8% | +15.7% | -35.4% | -20.7% |
| 3M | -18.7% | +5.0% | -23.7% | -19.0% |
| 6M | -33.7% | +37.7% | -71.4% | -39.9% |
| YTD | +121.0% | +75.0% | +45.9% | +78.3% |
| 1Y | +85.4% | +82.6% | +2.8% | +46.1% |
| All | +85.4% | +79.8% | +5.7% | +46.1% |
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