-15.2%
BTDR vs LH
+14.9%
-30.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.4% |
| 7D | -3.4% | -4.7% | +1.3% | -2.4% |
| 30D | +32.6% | -3.5% | +36.1% | +33.8% |
| 3M | -32.2% | +17.7% | -49.9% | -32.8% |
| 6M | +52.4% | +15.8% | +36.6% | +50.9% |
| YTD | +6.7% | +25.1% | -18.4% | +7.2% |
| 1Y | -15.2% | +12.5% | -27.7% | -8.7% |
| All | -15.2% | +14.9% | -30.1% | -8.7% |
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