+136.2%
BTSG vs LTH
+43.6%
+92.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +2.9% | -4.0% | +6.9% | +3.5% |
| 30D | +0.9% | -1.7% | +2.6% | +1.2% |
| 3M | +1.6% | +28.0% | -26.4% | -3.1% |
| 6M | +46.8% | +54.1% | -7.3% | +35.2% |
| YTD | +65.5% | +57.1% | +8.5% | +50.7% |
| 1Y | +136.2% | +45.8% | +90.5% | +121.8% |
| All | +136.2% | +43.6% | +92.7% | +121.8% |
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