+44.2%
BP vs LTH
+268.4%
-224.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -11.6% | +4.5% | -16.1% | -11.6% |
| 30D | 0.0% | +16.3% | -16.3% | +0.2% |
| 3M | +6.7% | +8.4% | -1.6% | +6.8% |
| 6M | +2.2% | +40.3% | -38.1% | +2.0% |
| YTD | +33.0% | +77.3% | -44.3% | +31.8% |
| 1Y | +30.7% | +88.0% | -57.2% | +29.1% |
| 3Y | +44.2% | +274.3% | -230.1% | +42.8% |
| All | +44.2% | +268.4% | -224.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling