-1.7%
BND vs LTH
+120.9%
-122.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.5% |
| 7D | -1.4% | -4.6% | +3.2% | -1.3% |
| 30D | +0.8% | +14.8% | -14.0% | +0.4% |
| 3M | -1.2% | +3.9% | -5.1% | -1.3% |
| 6M | -1.4% | +35.5% | -36.9% | -2.3% |
| YTD | -1.3% | +71.3% | -72.7% | -3.0% |
| 1Y | -1.2% | +75.7% | -76.9% | -3.0% |
| 3Y | +13.7% | +231.9% | -218.2% | +8.9% |
| 5Y | -1.7% | +130.5% | -132.2% | -7.2% |
| All | -1.7% | +120.9% | -122.5% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling