+117.9%
BTSG vs LH
+44.2%
+73.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.2% |
| 7D | +17.4% | +2.1% | +15.3% | +16.5% |
| 30D | +12.6% | +19.2% | -6.6% | +5.6% |
| 3M | +11.2% | +18.0% | -6.8% | +4.6% |
| 6M | +30.4% | +46.1% | -15.7% | +15.9% |
| YTD | +86.4% | +47.7% | +38.7% | +66.9% |
| 1Y | +117.9% | +47.2% | +70.7% | +93.1% |
| All | +117.9% | +44.2% | +73.7% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling