+168.8%
BKR vs LTH
+150.3%
+18.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.0% | -6.6% |
| 7D | -6.7% | -3.7% | -2.9% | -6.2% |
| 30D | -8.3% | -5.3% | -3.0% | -7.8% |
| 3M | -5.4% | +24.2% | -29.6% | -8.2% |
| 6M | +0.8% | +54.8% | -54.0% | -5.2% |
| YTD | +31.8% | +56.1% | -24.2% | +23.7% |
| 1Y | +28.6% | +45.5% | -17.0% | +21.5% |
| 3Y | +71.2% | +155.9% | -84.7% | +50.2% |
| All | +168.8% | +150.3% | +18.4% | +140.4% |
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