-8.5%
BX vs LTH
+84.0%
-92.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +4.7% |
| 7D | +8.3% | +9.9% | -1.6% | +5.9% |
| 30D | +13.5% | +18.3% | -4.8% | +9.2% |
| 3M | -7.6% | +5.9% | -13.6% | -9.2% |
| 6M | +4.0% | +80.3% | -76.3% | -11.7% |
| YTD | -15.2% | +78.3% | -93.5% | -27.2% |
| 1Y | -8.5% | +81.0% | -89.5% | -22.0% |
| All | -8.5% | +84.0% | -92.5% | -22.0% |
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