+33.3%
BX vs LTH
+152.0%
-118.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | -5.7% | -4.0% | -1.7% | -4.3% |
| 30D | -8.9% | -1.7% | -7.2% | -8.5% |
| 3M | +8.4% | +28.0% | -19.6% | -1.4% |
| 6M | +18.9% | +54.1% | -35.1% | +0.1% |
| YTD | -13.6% | +57.1% | -70.7% | -28.1% |
| 1Y | -22.4% | +45.8% | -68.2% | -33.8% |
| 3Y | +26.0% | +157.6% | -131.5% | -15.3% |
| All | +33.3% | +152.0% | -118.6% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling