+20.2%
BLDR vs LTH
+160.9%
-140.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -13.3% | -4.6% | -8.7% | -11.9% |
| 3M | -12.3% | +32.8% | -45.1% | -20.6% |
| 6M | -31.5% | +64.6% | -96.1% | -42.8% |
| YTD | -36.1% | +62.6% | -98.7% | -46.4% |
| 1Y | -54.1% | +49.9% | -104.0% | -60.5% |
| 3Y | -55.8% | +151.3% | -207.1% | -69.4% |
| All | +20.2% | +160.9% | -140.7% | -23.4% |
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 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