+24.9%
BTDR vs LTH
+160.9%
-136.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +20.0% | -0.6% | +20.6% | +20.0% |
| 30D | +11.9% | -4.6% | +16.5% | +13.0% |
| 3M | -36.9% | +32.8% | -69.7% | -40.9% |
| 6M | +56.5% | +64.6% | -8.1% | +41.1% |
| YTD | +10.4% | +62.6% | -52.2% | -0.2% |
| 1Y | +3.1% | +49.9% | -46.9% | -5.8% |
| 3Y | -2.6% | +151.3% | -153.9% | -13.5% |
| All | +24.9% | +160.9% | -136.0% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling