+39.7%
BN vs LTH
+160.9%
-121.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | -0.6% | -1.8% | -2.3% |
| 30D | -9.5% | -4.6% | -4.9% | -8.4% |
| 3M | -10.4% | +32.8% | -43.2% | -18.2% |
| 6M | -6.4% | +64.6% | -71.0% | -20.7% |
| YTD | -11.9% | +62.6% | -74.5% | -25.2% |
| 1Y | -8.6% | +49.9% | -58.6% | -20.6% |
| 3Y | +77.6% | +151.3% | -73.8% | +28.8% |
| All | +39.7% | +160.9% | -121.2% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling