+387.2%
BE vs LTH
+142.9%
+244.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.0% |
| 7D | -14.7% | +4.5% | -19.2% | -16.6% |
| 30D | -40.5% | +16.3% | -56.9% | -44.7% |
| 3M | -24.3% | +8.4% | -32.7% | -27.7% |
| 6M | -39.3% | +40.3% | -79.6% | -49.5% |
| YTD | +99.4% | +77.3% | +22.1% | +45.5% |
| 1Y | +26.6% | +88.0% | -61.4% | -10.3% |
| 3Y | +1,616.9% | +274.3% | +1,342.7% | +682.6% |
| All | +387.2% | +142.9% | +244.3% | +136.4% |
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