+57.4%
BEN vs LTH
+157.9%
-100.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +0.2% | -0.6% | +0.9% | +0.4% |
| 30D | -0.5% | -4.6% | +4.0% | +0.5% |
| 3M | +9.7% | +32.8% | -23.1% | +1.9% |
| 6M | +33.9% | +64.6% | -30.7% | +17.2% |
| YTD | +49.0% | +62.6% | -13.7% | +30.6% |
| 1Y | +42.1% | +49.9% | -7.8% | +26.8% |
| All | +57.4% | +157.9% | -100.6% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling