-16.2%
BITO vs LTH
+137.1%
-153.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.7% | -4.1% |
| 7D | -9.2% | -1.3% | -8.0% | -8.9% |
| 30D | -15.9% | +15.7% | -31.6% | -19.2% |
| 3M | +7.3% | +5.0% | +2.3% | +5.5% |
| 6M | -15.2% | +37.7% | -52.9% | -22.8% |
| YTD | -23.8% | +75.0% | -98.8% | -35.7% |
| 1Y | -32.2% | +82.6% | -114.8% | -43.6% |
| 3Y | +55.1% | +241.3% | -186.2% | +5.2% |
| All | -16.2% | +137.1% | -153.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling