-7.4%
BN vs LTH
+85.5%
-93.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.6% |
| 7D | +4.3% | +6.4% | -2.1% | +2.8% |
| 30D | +14.3% | +16.7% | -2.5% | +10.2% |
| 3M | -4.1% | +11.7% | -15.8% | -6.7% |
| 6M | -9.7% | +48.5% | -58.2% | -19.0% |
| YTD | -7.1% | +78.4% | -85.6% | -22.9% |
| 1Y | -7.4% | +89.7% | -97.1% | -25.7% |
| All | -7.4% | +85.5% | -93.0% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling