+66.0%
BHP vs LTH
+54.1%
+11.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.0% | -0.6% | -4.3% | -4.9% |
| 30D | +1.2% | -4.6% | +5.8% | +1.7% |
| 3M | +1.8% | +32.8% | -31.0% | -3.0% |
| 6M | +18.0% | +64.6% | -46.6% | +9.0% |
| YTD | +52.7% | +62.6% | -9.9% | +40.8% |
| 1Y | +66.0% | +49.9% | +16.0% | +57.3% |
| All | +66.0% | +54.1% | +11.9% | +57.3% |
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