+104.0%
BP vs LTH
+156.3%
-52.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.8% |
| 30D | +9.1% | -3.1% | +12.2% | +9.3% |
| 3M | +3.9% | +28.1% | -24.2% | +1.8% |
| 6M | +13.6% | +67.4% | -53.8% | +8.3% |
| YTD | +34.0% | +59.8% | -25.8% | +28.2% |
| 1Y | +39.2% | +45.6% | -6.4% | +34.1% |
| 3Y | +36.4% | +162.0% | -125.6% | +21.6% |
| All | +104.0% | +156.3% | -52.3% | +77.5% |
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