+426.2%
BTSG vs LH
+38.6%
+387.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.2% | -4.9% |
| 7D | -5.8% | -7.4% | +1.6% | -2.8% |
| 30D | 0.0% | -4.6% | +4.6% | +1.9% |
| 3M | -4.5% | +14.5% | -19.0% | -9.0% |
| 6M | +40.0% | +14.8% | +25.2% | +33.2% |
| YTD | +54.6% | +23.3% | +31.3% | +42.8% |
| 1Y | +106.1% | +13.6% | +92.5% | +95.9% |
| All | +426.2% | +38.6% | +387.6% | +349.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling