+133.7%
LTH vs BB
-20.4%
+154.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -3.7% | -2.1% | -1.7% | -3.3% |
| 30D | -5.3% | -16.0% | +10.7% | -1.8% |
| 3M | +24.2% | -14.5% | +38.7% | +25.8% |
| 6M | +54.8% | +118.6% | -63.7% | +19.5% |
| YTD | +56.1% | +98.9% | -42.9% | +23.4% |
| 1Y | +45.5% | +99.5% | -53.9% | +13.3% |
| 3Y | +155.9% | +65.4% | +90.5% | +95.1% |
| All | +133.7% | -20.4% | +154.1% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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