+156.8%
BITO vs LH
+58.7%
+98.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -3.4% | -4.7% | +1.3% | -2.3% |
| 30D | +21.4% | -3.5% | +24.9% | +22.6% |
| 3M | +20.5% | +17.7% | +2.8% | +15.9% |
| 6M | +7.4% | +15.8% | -8.4% | +3.6% |
| YTD | -13.9% | +25.1% | -39.0% | -19.3% |
| 1Y | -35.1% | +12.5% | -47.6% | -37.2% |
| 3Y | +156.8% | +59.8% | +97.1% | +141.3% |
| All | +156.8% | +58.7% | +98.2% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling