-43.5%
BTDR vs LTH
+180.7%
-224.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.2% | -10.8% | -9.1% |
| 7D | -6.9% | -1.3% | -5.6% | -6.6% |
| 30D | -31.5% | +15.7% | -47.2% | -33.6% |
| 3M | -36.1% | +5.0% | -41.1% | -36.9% |
| 6M | -57.6% | +37.7% | -95.3% | -60.7% |
| YTD | -50.0% | +75.0% | -125.1% | -55.6% |
| 1Y | -49.6% | +82.6% | -132.2% | -55.5% |
| 3Y | +48.5% | +241.3% | -192.8% | +28.8% |
| 5Y | -43.8% | +135.4% | -179.3% | -51.0% |
| All | -43.5% | +180.7% | -224.2% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling