-9.4%
BITO vs LTH
+147.8%
-157.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.1% | -4.0% | +5.1% | +2.1% |
| 30D | +21.8% | -1.7% | +23.4% | +22.1% |
| 3M | +25.0% | +28.0% | -3.0% | +16.6% |
| 6M | +11.3% | +54.1% | -42.7% | -1.8% |
| YTD | -12.7% | +57.1% | -69.8% | -23.6% |
| 1Y | -32.3% | +45.8% | -78.1% | -39.8% |
| 3Y | +150.3% | +157.6% | -7.2% | +85.2% |
| All | -9.4% | +147.8% | -157.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling