+95.6%
BN vs LTH
+268.4%
-172.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +5.3% | +4.5% | +0.9% | +3.9% |
| 30D | +11.9% | +16.3% | -4.4% | +6.8% |
| 3M | -5.7% | +8.4% | -14.1% | -8.3% |
| 6M | -10.6% | +40.3% | -50.9% | -20.3% |
| YTD | -9.4% | +77.3% | -86.6% | -25.9% |
| 1Y | -8.8% | +88.0% | -96.7% | -26.9% |
| 3Y | +95.6% | +274.3% | -178.6% | +32.0% |
| All | +95.6% | +268.4% | -172.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling