+99.1%
BP vs LTH
+160.9%
-61.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.9% | -0.6% | +4.6% | +4.0% |
| 30D | +7.6% | -4.6% | +12.2% | +7.9% |
| 3M | +0.7% | +32.8% | -32.1% | -1.7% |
| 6M | +15.5% | +64.6% | -49.1% | +10.3% |
| YTD | +30.8% | +62.6% | -31.8% | +25.0% |
| 1Y | +34.3% | +49.9% | -15.6% | +29.1% |
| 3Y | +35.1% | +151.3% | -116.3% | +21.1% |
| All | +99.1% | +160.9% | -61.8% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling