+117.9%
BTSG vs LTH
+84.0%
+33.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.8% |
| 7D | +17.4% | +9.9% | +7.5% | +15.9% |
| 30D | +12.6% | +18.3% | -5.7% | +10.0% |
| 3M | +11.2% | +5.9% | +5.3% | +10.5% |
| 6M | +30.4% | +80.3% | -50.0% | +16.7% |
| YTD | +86.4% | +78.3% | +8.1% | +65.0% |
| 1Y | +117.9% | +81.0% | +36.9% | +91.0% |
| All | +117.9% | +84.0% | +33.9% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling