+112.1%
BTI vs LTH
+159.1%
-47.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | -7.0% | -3.1% | -4.0% | -6.8% |
| 3M | -6.3% | +28.1% | -34.4% | -8.5% |
| 6M | -2.0% | +67.4% | -69.4% | -6.7% |
| YTD | +0.2% | +59.8% | -59.6% | -4.4% |
| 1Y | +3.8% | +45.6% | -41.8% | -0.3% |
| 3Y | +112.1% | +162.0% | -49.9% | +84.5% |
| All | +112.1% | +159.1% | -47.0% | +84.5% |
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