+242.0%
BNY vs LTH
+156.3%
+85.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +1.5% | +1.5% | -0.1% | +1.2% |
| 30D | +3.3% | -3.1% | +6.4% | +3.9% |
| 3M | +15.3% | +28.1% | -12.8% | +9.8% |
| 6M | +42.5% | +67.4% | -25.0% | +28.0% |
| YTD | +42.0% | +59.8% | -17.8% | +28.6% |
| 1Y | +59.3% | +45.6% | +13.7% | +46.5% |
| 3Y | +291.2% | +162.0% | +129.2% | +211.4% |
| All | +242.0% | +156.3% | +85.7% | +163.8% |
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