+26.7%
BTDR vs LH
+40.8%
-14.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +3.0% | +2.6% |
| 7D | +22.4% | -0.8% | +23.3% | +22.8% |
| 30D | +16.5% | +2.0% | +14.5% | +15.6% |
| 3M | -31.5% | +24.3% | -55.7% | -37.2% |
| 6M | +74.0% | +21.1% | +53.0% | +61.4% |
| YTD | +13.0% | +30.4% | -17.4% | +1.7% |
| 1Y | -0.2% | +18.4% | -18.6% | -7.2% |
| 3Y | +9.9% | +65.5% | -55.6% | -8.6% |
| 5Y | +28.1% | +29.9% | -1.8% | +2.8% |
| All | +26.7% | +40.8% | -14.1% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling