+147.4%
BTI vs LTH
+241.8%
-94.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +1.6% | -1.3% | +2.9% | +1.8% |
| 30D | +9.2% | +15.7% | -6.4% | +7.5% |
| 3M | +9.6% | +5.0% | +4.6% | +9.0% |
| 6M | -2.4% | +37.7% | -40.1% | -5.5% |
| YTD | +14.2% | +75.0% | -60.8% | +8.2% |
| 1Y | +20.3% | +82.6% | -62.3% | +13.6% |
| 3Y | +147.4% | +241.3% | -93.9% | +107.0% |
| All | +147.4% | +241.8% | -94.4% | +107.0% |
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