+433.9%
BTSG vs LH
+40.7%
+393.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -3.3% | -4.7% | +1.4% | -1.4% |
| 30D | -1.6% | -3.5% | +1.9% | -0.2% |
| 3M | -6.9% | +17.7% | -24.6% | -12.2% |
| 6M | +42.1% | +15.8% | +26.3% | +34.7% |
| YTD | +56.8% | +25.1% | +31.7% | +44.1% |
| 1Y | +109.8% | +12.5% | +97.3% | +100.5% |
| All | +433.9% | +40.7% | +393.3% | +353.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling