+146.5%
BHP vs LTH
+160.9%
-14.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +3.4% | -4.6% | +8.0% | +4.0% |
| 3M | +4.1% | +32.8% | -28.7% | -0.7% |
| 6M | +20.6% | +64.6% | -44.0% | +11.0% |
| YTD | +56.1% | +62.6% | -6.6% | +43.6% |
| 1Y | +69.6% | +49.9% | +19.7% | +57.7% |
| 3Y | +78.8% | +151.3% | -72.5% | +51.2% |
| All | +146.5% | +160.9% | -14.3% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling