+49.2%
BN vs LTH
+183.0%
-133.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +3.6% | +7.0% | -3.4% | +1.6% |
| 30D | +15.9% | +15.4% | +0.4% | +10.9% |
| 3M | -2.3% | +7.0% | -9.4% | -4.6% |
| 6M | -8.4% | +46.9% | -55.3% | -19.2% |
| YTD | -5.9% | +76.4% | -82.3% | -22.2% |
| 1Y | -5.6% | +83.7% | -89.3% | -22.9% |
| 3Y | +104.2% | +248.9% | -144.7% | +35.4% |
| 5Y | +35.5% | +141.8% | -106.3% | -11.4% |
| All | +49.2% | +183.0% | -133.8% | -2.6% |
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