+45.6%
LTH vs BB
+102.8%
-57.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.8% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | -3.1% | -12.4% | +9.3% | -2.7% |
| 3M | +28.1% | -15.3% | +43.4% | +28.0% |
| 6M | +67.4% | +128.8% | -61.4% | +53.3% |
| YTD | +59.8% | +107.7% | -47.9% | +46.8% |
| 1Y | +45.6% | +103.9% | -58.3% | +30.8% |
| All | +45.6% | +102.8% | -57.2% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling