+44.5%
BN vs LTH
+174.8%
-130.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.2% |
| 7D | -0.3% | -4.6% | +4.3% | +1.1% |
| 30D | +13.6% | +14.8% | -1.3% | +8.8% |
| 3M | -6.7% | +3.9% | -10.6% | -8.0% |
| 6M | -9.0% | +35.5% | -44.5% | -17.7% |
| YTD | -8.8% | +71.3% | -80.1% | -23.9% |
| 1Y | -10.6% | +75.7% | -86.3% | -26.1% |
| 3Y | +98.8% | +231.9% | -133.2% | +33.7% |
| 5Y | +33.6% | +130.5% | -96.8% | -11.8% |
| All | +44.5% | +174.8% | -130.3% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling