+46.1%
BLK vs LTH
+156.3%
-110.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -3.6% | -3.1% | -0.6% | -3.0% |
| 3M | +10.1% | +28.1% | -18.0% | +3.2% |
| 6M | +15.3% | +67.4% | -52.1% | +0.5% |
| YTD | +3.5% | +59.8% | -56.3% | -8.9% |
| 1Y | +0.7% | +45.6% | -44.9% | -9.5% |
| 3Y | +68.7% | +162.0% | -93.3% | +27.0% |
| All | +46.1% | +156.3% | -110.3% | +1.8% |
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