-45.6%
BLDR vs LTH
+240.3%
-285.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | -2.7% | +7.0% | -9.7% | -5.1% |
| 30D | +24.8% | +15.4% | +9.4% | +18.6% |
| 3M | -11.7% | +7.0% | -18.7% | -14.0% |
| 6M | -14.8% | +46.9% | -61.6% | -25.9% |
| YTD | -35.9% | +76.4% | -112.3% | -48.0% |
| 1Y | -39.7% | +83.7% | -123.4% | -51.7% |
| 3Y | -45.6% | +248.9% | -294.5% | -64.6% |
| All | -45.6% | +240.3% | -285.8% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling