+128.8%
BTI vs LTH
+160.9%
-32.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | -6.6% | -4.6% | -2.0% | -6.2% |
| 3M | -3.0% | +32.8% | -35.8% | -5.4% |
| 6M | -6.7% | +64.6% | -71.3% | -10.8% |
| YTD | +0.6% | +62.6% | -62.1% | -3.9% |
| 1Y | +5.6% | +49.9% | -44.4% | +1.5% |
| 3Y | +110.3% | +151.3% | -41.0% | +89.6% |
| All | +128.8% | +160.9% | -32.1% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling