+16.3%
BTDR vs LTH
+150.3%
-134.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -6.4% |
| 7D | -3.2% | -3.7% | +0.5% | -2.5% |
| 30D | +32.7% | -5.3% | +38.0% | +34.0% |
| 3M | -28.4% | +24.2% | -52.6% | -32.0% |
| 6M | +51.7% | +54.8% | -3.1% | +38.3% |
| YTD | +2.9% | +56.1% | -53.2% | -6.3% |
| 1Y | -15.5% | +45.5% | -61.0% | -22.2% |
| 3Y | 0.0% | +155.9% | -155.9% | -10.7% |
| All | +16.3% | +150.3% | -134.0% | +4.0% |
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