+559.0%
BTSG vs LTH
+236.1%
+322.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +3.8% | +6.4% | -2.6% | +1.9% |
| 30D | +13.7% | +16.7% | -3.0% | +8.6% |
| 3M | +18.0% | +11.7% | +6.3% | +14.0% |
| 6M | +32.2% | +48.5% | -16.3% | +16.2% |
| YTD | +93.6% | +78.4% | +15.2% | +58.3% |
| 1Y | +115.9% | +89.7% | +26.3% | +72.8% |
| All | +559.0% | +236.1% | +322.9% | +348.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling