+156.4%
BTI vs LTH
+174.8%
-18.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | -3.2% | -4.6% | +1.4% | -2.8% |
| 30D | +9.7% | +14.8% | -5.1% | +8.3% |
| 3M | +11.1% | +3.9% | +7.1% | +10.6% |
| 6M | -1.2% | +35.5% | -36.7% | -3.9% |
| YTD | +12.7% | +71.3% | -58.7% | +7.1% |
| 1Y | +15.8% | +75.7% | -59.9% | +9.9% |
| 3Y | +148.9% | +231.9% | -83.0% | +119.7% |
| 5Y | +151.9% | +130.5% | +21.5% | +115.7% |
| All | +156.4% | +174.8% | -18.5% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling