+117.0%
BTI vs LH
+23.7%
+93.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.7% |
| 7D | -2.0% | -7.4% | +5.4% | -0.7% |
| 30D | -3.4% | -4.6% | +1.2% | -2.7% |
| 3M | -9.0% | +14.5% | -23.5% | -11.3% |
| 6M | -5.0% | +14.8% | -19.8% | -7.6% |
| YTD | -0.3% | +23.3% | -23.6% | -4.4% |
| 1Y | +3.1% | +13.6% | -10.5% | +0.3% |
| 3Y | +111.0% | +56.3% | +54.6% | +91.4% |
| 5Y | +117.0% | +25.2% | +91.8% | +96.9% |
| All | +117.0% | +23.7% | +93.3% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling