-9.4%
BITO vs LH
+42.0%
-51.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.1% | -3.2% | +4.2% | +2.3% |
| 30D | +21.8% | +0.1% | +21.6% | +21.8% |
| 3M | +25.0% | +18.6% | +6.4% | +17.0% |
| 6M | +11.3% | +17.9% | -6.6% | +4.1% |
| YTD | -12.7% | +28.9% | -41.6% | -21.9% |
| 1Y | -32.3% | +16.6% | -48.9% | -37.0% |
| 3Y | +150.3% | +63.6% | +86.8% | +95.3% |
| All | -9.4% | +42.0% | -51.3% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling