+23.6%
BX vs LTH
+174.8%
-151.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -1.4% |
| 7D | -1.1% | -4.6% | +3.6% | +0.6% |
| 30D | +8.8% | +14.8% | -6.0% | +3.6% |
| 3M | -18.3% | +3.9% | -22.2% | -19.6% |
| 6M | -1.5% | +35.5% | -37.0% | -12.5% |
| YTD | -19.9% | +71.3% | -91.3% | -35.4% |
| 1Y | -14.5% | +75.7% | -90.2% | -31.8% |
| 3Y | +32.3% | +231.9% | -199.6% | -18.2% |
| 5Y | -1.1% | +130.5% | -131.6% | -41.1% |
| All | +23.6% | +174.8% | -151.2% | -24.2% |
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 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