-23.4%
BITO vs LTH
+84.0%
-107.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.5% |
| 7D | -1.9% | +9.9% | -11.8% | -2.5% |
| 30D | -6.7% | +18.3% | -25.0% | -7.7% |
| 3M | +23.1% | +5.9% | +17.1% | +22.9% |
| 6M | -2.0% | +80.3% | -82.4% | -9.2% |
| YTD | -11.4% | +78.3% | -89.7% | -16.8% |
| 1Y | -23.4% | +81.0% | -104.4% | -27.9% |
| All | -23.4% | +84.0% | -107.4% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling