+212.5%
BMNR vs LTH
+44.0%
+168.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.4% |
| 7D | +5.0% | -4.0% | +9.0% | +7.0% |
| 30D | +33.8% | -1.7% | +35.4% | +34.2% |
| 3M | +49.4% | +28.0% | +21.5% | +27.3% |
| 6M | +17.0% | +54.1% | -37.1% | -13.2% |
| YTD | -10.8% | +57.1% | -67.9% | -36.1% |
| 1Y | -45.7% | +45.8% | -91.5% | -55.9% |
| All | +212.5% | +44.0% | +168.5% | +130.0% |
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