-10.6%
BITO vs LTH
+146.3%
-156.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -4.0% | +0.6% | -2.4% |
| 30D | +21.4% | -5.3% | +26.7% | +23.0% |
| 3M | +20.5% | +19.0% | +1.5% | +14.6% |
| 6M | +7.4% | +55.8% | -48.4% | -5.6% |
| YTD | -13.9% | +56.1% | -70.0% | -24.5% |
| 1Y | -35.1% | +41.3% | -76.3% | -41.7% |
| 3Y | +156.8% | +156.6% | +0.2% | +90.2% |
| All | -10.6% | +146.3% | -156.9% | -38.7% |
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