+156.6%
LTH vs BB
-3.7%
+160.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.5% |
| 7D | -4.6% | +9.0% | -13.6% | -6.5% |
| 30D | +14.8% | +7.7% | +7.2% | +12.2% |
| 3M | +3.9% | +4.0% | -0.1% | +1.5% |
| 6M | +35.5% | +46.6% | -11.1% | +17.2% |
| YTD | +71.3% | +140.6% | -69.3% | +28.3% |
| 1Y | +75.7% | +103.1% | -27.4% | +37.1% |
| 3Y | +231.9% | +150.5% | +81.4% | +122.3% |
| 5Y | +130.5% | -15.4% | +145.9% | +109.5% |
| All | +156.6% | -3.7% | +160.3% | +129.2% |
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