+20.2%
BIL vs LTH
+174.8%
-154.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | -4.6% | +4.7% | +0.1% |
| 30D | +0.3% | +14.8% | -14.5% | +0.3% |
| 3M | +0.9% | +3.9% | -3.0% | +0.9% |
| 6M | +1.8% | +35.5% | -33.7% | +1.8% |
| YTD | +3.1% | +71.3% | -68.2% | +3.1% |
| 1Y | +3.7% | +75.7% | -72.0% | +3.7% |
| 3Y | +13.8% | +231.9% | -218.1% | +13.8% |
| 5Y | +20.2% | +130.5% | -110.2% | +20.2% |
| All | +20.2% | +174.8% | -154.6% | +20.2% |
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