+124.6%
BTI vs LTH
+152.0%
-27.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -2.4% | -4.0% | +1.6% | -2.1% |
| 30D | -4.8% | -1.7% | -3.1% | -4.6% |
| 3M | -8.1% | +28.0% | -36.1% | -10.1% |
| 6M | -4.2% | +54.1% | -58.2% | -7.9% |
| YTD | -1.3% | +57.1% | -58.4% | -5.3% |
| 1Y | +2.1% | +45.8% | -43.7% | -1.6% |
| 3Y | +108.9% | +157.6% | -48.6% | +88.0% |
| All | +124.6% | +152.0% | -27.4% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling