+26.3%
BP vs LTH
+83.5%
-57.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -6.9% | +7.0% | -13.9% | -5.9% |
| 30D | -3.6% | +15.4% | -19.0% | -1.5% |
| 3M | +8.4% | +7.0% | +1.4% | +9.6% |
| 6M | +5.3% | +46.9% | -41.5% | +10.6% |
| YTD | +33.2% | +76.4% | -43.3% | +42.1% |
| All | +26.3% | +83.5% | -57.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling