-15.5%
BTDR vs LTH
+45.0%
-60.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -6.2% |
| 7D | -3.2% | -3.7% | +0.5% | -1.6% |
| 30D | +32.7% | -5.3% | +38.0% | +35.3% |
| 3M | -28.4% | +24.2% | -52.6% | -38.4% |
| 6M | +51.7% | +54.8% | -3.1% | +16.7% |
| YTD | +2.9% | +56.1% | -53.2% | -19.7% |
| 1Y | -15.5% | +45.5% | -61.0% | -27.3% |
| All | -15.5% | +45.0% | -60.5% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling