+13.9%
BLDR vs LTH
+186.8%
-172.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | +19.6% | +17.7% | +1.9% | +13.0% |
| 3M | -17.0% | +8.5% | -25.5% | -19.5% |
| 6M | -16.7% | +46.9% | -63.7% | -27.5% |
| YTD | -39.4% | +78.8% | -118.2% | -51.0% |
| 1Y | -41.7% | +84.9% | -126.6% | -53.3% |
| 3Y | -49.9% | +246.4% | -296.2% | -68.9% |
| 5Y | -7.6% | +129.6% | -137.2% | -42.6% |
| All | +13.9% | +186.8% | -172.9% | -29.9% |
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