-69.4%
BTDR vs LH
+44.2%
-113.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.9% | -9.6% | -6.4% |
| 7D | -17.6% | +2.1% | -19.6% | -17.8% |
| 30D | -40.3% | +19.2% | -59.4% | -42.1% |
| 3M | -42.6% | +18.0% | -60.6% | -44.2% |
| 6M | -46.3% | +46.1% | -92.4% | -48.7% |
| YTD | -41.7% | +47.7% | -89.4% | -39.8% |
| 1Y | -69.4% | +47.2% | -116.6% | -67.3% |
| All | -69.4% | +44.2% | -113.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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