+102.7%
BP vs LTH
+183.0%
-80.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -6.9% | +7.0% | -13.9% | -7.3% |
| 30D | -3.6% | +15.4% | -19.0% | -4.6% |
| 3M | +8.4% | +7.0% | +1.4% | +7.8% |
| 6M | +5.3% | +46.9% | -41.5% | +2.0% |
| YTD | +33.2% | +76.4% | -43.3% | +26.4% |
| 1Y | +28.2% | +83.7% | -55.6% | +21.1% |
| 3Y | +49.2% | +248.9% | -199.6% | +29.6% |
| 5Y | +102.9% | +141.8% | -39.0% | +74.7% |
| All | +102.7% | +183.0% | -80.3% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling