+167.2%
LTH vs BB
-3.5%
+170.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +6.4% | +11.6% | -5.2% | +3.8% |
| 30D | +16.7% | +2.6% | +14.2% | +15.3% |
| 3M | +11.7% | +3.5% | +8.2% | +9.2% |
| 6M | +48.5% | +43.5% | +5.0% | +29.2% |
| YTD | +78.4% | +141.2% | -62.8% | +33.5% |
| 1Y | +89.7% | +97.4% | -7.7% | +49.2% |
| 3Y | +245.6% | +151.1% | +94.5% | +131.4% |
| 5Y | +142.7% | -12.8% | +155.5% | +119.9% |
| All | +167.2% | -3.5% | +170.6% | +138.5% |
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