+124.3%
BTSG vs LH
+41.3%
+82.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.0% | +1.1% | +5.0% | +5.7% |
| 30D | +12.4% | +16.7% | -4.3% | +6.2% |
| 3M | +18.2% | +15.1% | +3.1% | +12.2% |
| 6M | +26.0% | +46.3% | -20.3% | +11.8% |
| YTD | +90.1% | +48.8% | +41.4% | +68.4% |
| 1Y | +124.3% | +39.7% | +84.6% | +106.5% |
| All | +124.3% | +41.3% | +82.9% | +106.5% |
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