+9.9%
BTDR vs LTH
+159.1%
-149.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.0% |
| 7D | +22.4% | +1.5% | +20.9% | +21.7% |
| 30D | +16.5% | -3.1% | +19.5% | +17.8% |
| 3M | -31.5% | +28.1% | -59.6% | -38.8% |
| 6M | +74.0% | +67.4% | +6.6% | +41.3% |
| YTD | +13.0% | +59.8% | -46.8% | -6.8% |
| 1Y | -0.2% | +45.6% | -45.8% | -15.3% |
| 3Y | +9.9% | +162.0% | -152.1% | -21.1% |
| All | +9.9% | +159.1% | -149.2% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling