+16.5%
BTDR vs LH
+23.7%
-7.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.1% | -4.7% |
| 7D | -3.2% | -7.4% | +4.2% | -0.1% |
| 30D | +32.7% | -4.6% | +37.3% | +35.4% |
| 3M | -28.4% | +14.5% | -42.9% | -32.2% |
| 6M | +51.7% | +14.8% | +36.9% | +43.6% |
| YTD | +2.9% | +23.3% | -20.4% | -5.5% |
| 1Y | -15.5% | +13.6% | -29.1% | -20.3% |
| 3Y | 0.0% | +56.3% | -56.3% | -15.4% |
| 5Y | +16.5% | +25.2% | -8.8% | -2.7% |
| All | +16.5% | +23.7% | -7.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling