+49.0%
BP vs LTH
+234.6%
-185.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.2% |
| 7D | +2.5% | -4.6% | +7.1% | +2.5% |
| 30D | -5.6% | +14.8% | -20.4% | -5.6% |
| 3M | +8.0% | +3.9% | +4.1% | +8.0% |
| 6M | +5.7% | +35.5% | -29.8% | +5.2% |
| YTD | +36.8% | +71.3% | -34.5% | +35.1% |
| 1Y | +30.7% | +75.7% | -45.0% | +28.8% |
| All | +49.0% | +234.6% | -185.6% | +43.1% |
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