+30.8%
BX vs LTH
+159.1%
-128.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.5% |
| 30D | -2.3% | -3.1% | +0.8% | -1.5% |
| 3M | +18.5% | +28.1% | -9.6% | +8.4% |
| 6M | +23.7% | +67.4% | -43.7% | +2.0% |
| YTD | -10.4% | +59.8% | -70.1% | -25.0% |
| 1Y | -19.6% | +45.6% | -65.2% | -30.6% |
| 3Y | +30.8% | +162.0% | -131.2% | -8.3% |
| All | +30.8% | +159.1% | -128.3% | -8.3% |
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