+123.7%
BHP vs LTH
+186.8%
-63.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -5.4% | +17.7% | -23.1% | -7.7% |
| 3M | -6.9% | +8.5% | -15.3% | -8.2% |
| 6M | -4.3% | +46.9% | -51.3% | -10.3% |
| YTD | +41.6% | +78.8% | -37.2% | +28.3% |
| 1Y | +53.3% | +84.9% | -31.6% | +38.1% |
| 3Y | +58.4% | +246.4% | -188.0% | +27.9% |
| 5Y | +121.3% | +129.6% | -8.3% | +73.4% |
| All | +123.7% | +186.8% | -63.0% | +79.3% |
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 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