-35.1%
BITO vs LH
+14.9%
-50.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -3.4% | -4.7% | +1.3% | -3.2% |
| 30D | +21.4% | -3.5% | +24.9% | +21.7% |
| 3M | +20.5% | +17.7% | +2.8% | +22.0% |
| 6M | +7.4% | +15.8% | -8.4% | +8.8% |
| YTD | -13.9% | +25.1% | -39.0% | -13.8% |
| 1Y | -35.1% | +12.5% | -47.6% | -35.5% |
| All | -35.1% | +14.9% | -50.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling