+46.8%
BLK vs LTH
+156.3%
-109.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -3.1% | -3.1% | -0.1% | -2.5% |
| 3M | +10.7% | +28.1% | -17.4% | +3.7% |
| 6M | +15.9% | +67.4% | -51.5% | +1.0% |
| YTD | +4.0% | +59.8% | -55.8% | -8.4% |
| 1Y | +1.3% | +45.6% | -44.3% | -9.0% |
| 3Y | +69.6% | +162.0% | -92.4% | +27.6% |
| All | +46.8% | +156.3% | -109.5% | +2.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling