+19.4%
BIL vs LTH
+156.3%
-136.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | +1.5% | -1.5% | +0.1% |
| 30D | +0.3% | -3.1% | +3.3% | +0.3% |
| 3M | +0.9% | +28.1% | -27.2% | +0.9% |
| 6M | +1.8% | +67.4% | -65.6% | +1.8% |
| YTD | +2.5% | +59.8% | -57.3% | +2.5% |
| 1Y | +3.7% | +45.6% | -41.9% | +3.7% |
| 3Y | +14.1% | +162.0% | -147.9% | +14.1% |
| All | +19.4% | +156.3% | -136.9% | +19.4% |
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