+19.8%
BIL vs LTH
+186.2%
-166.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | +6.4% | -6.3% | +0.1% |
| 30D | 0.0% | +16.7% | -16.8% | 0.0% |
| 3M | +0.6% | +11.7% | -11.1% | +0.6% |
| 6M | +1.5% | +48.5% | -47.0% | +1.5% |
| YTD | +2.8% | +78.4% | -75.6% | +2.8% |
| 1Y | +3.3% | +89.7% | -86.4% | +3.3% |
| 3Y | +13.4% | +245.6% | -232.2% | +13.4% |
| 5Y | +19.8% | +142.7% | -122.8% | +19.8% |
| All | +19.8% | +186.2% | -166.4% | +19.8% |
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