-10.6%
BN vs LTH
+77.7%
-88.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | 0.0% |
| 7D | -0.3% | -4.6% | +4.3% | +0.8% |
| 30D | +13.6% | +14.8% | -1.3% | +9.9% |
| 3M | -6.7% | +3.9% | -10.6% | -7.7% |
| 6M | -9.0% | +35.5% | -44.5% | -16.3% |
| YTD | -8.8% | +71.3% | -80.1% | -23.7% |
| 1Y | -10.6% | +75.7% | -86.3% | -26.4% |
| All | -10.6% | +77.7% | -88.3% | -26.4% |
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