+6,268.1%
BTI vs LH
+1,372.9%
+4,895.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | -1.4% | -0.8% | -0.5% | -1.3% |
| 30D | -7.0% | +2.0% | -9.0% | -7.2% |
| 3M | -6.3% | +24.3% | -30.6% | -8.1% |
| 6M | -2.0% | +21.1% | -23.0% | -3.7% |
| YTD | +0.2% | +30.4% | -30.3% | -2.2% |
| 1Y | +3.8% | +18.4% | -14.6% | +2.1% |
| 3Y | +112.1% | +65.5% | +46.6% | +101.9% |
| 5Y | +113.6% | +29.9% | +83.7% | +106.7% |
| 10Y | +69.6% | +186.6% | -117.0% | +52.6% |
| All | +6,268.1% | +1,372.9% | +4,895.2% | +5,113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling