+14.9%
BLDR vs LTH
+186.2%
-171.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.0% |
| 7D | -1.1% | +6.4% | -7.5% | -3.2% |
| 30D | +19.1% | +16.7% | +2.3% | +12.8% |
| 3M | -12.6% | +11.7% | -24.3% | -16.1% |
| 6M | -18.7% | +48.5% | -67.2% | -29.5% |
| YTD | -38.8% | +78.4% | -117.2% | -50.5% |
| 1Y | -41.2% | +89.7% | -130.9% | -53.3% |
| 3Y | -49.4% | +245.6% | -295.0% | -68.5% |
| 5Y | -6.0% | +142.7% | -148.6% | -41.7% |
| All | +14.9% | +186.2% | -171.2% | -29.2% |
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