+40.7%
BX vs LTH
+160.9%
-120.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.4% | -0.6% | -3.7% | -4.2% |
| 30D | +0.1% | -4.6% | +4.7% | +1.6% |
| 3M | +16.0% | +32.8% | -16.8% | +4.1% |
| 6M | +21.6% | +64.6% | -43.0% | -0.2% |
| YTD | -8.9% | +62.6% | -71.5% | -25.1% |
| 1Y | -16.6% | +49.9% | -66.6% | -29.5% |
| 3Y | +43.3% | +151.3% | -108.0% | -2.8% |
| All | +40.7% | +160.9% | -120.2% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling