+44.2%
BEN vs LTH
+156.3%
-112.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.2% |
| 7D | +4.7% | +1.5% | +3.2% | +4.2% |
| 30D | +2.6% | -3.1% | +5.7% | +3.4% |
| 3M | +11.5% | +28.1% | -16.6% | +3.7% |
| 6M | +35.3% | +67.4% | -32.1% | +16.1% |
| YTD | +48.6% | +59.8% | -11.1% | +29.0% |
| 1Y | +46.7% | +45.6% | +1.1% | +30.2% |
| 3Y | +57.0% | +162.0% | -105.0% | +13.1% |
| All | +44.2% | +156.3% | -112.1% | -1.4% |
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 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