+166.7%
LTH vs BB
+64.5%
+102.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.6% | -5.6% | +5.0% | +0.1% |
| 30D | -4.6% | -11.8% | +7.2% | -3.2% |
| 3M | +32.8% | -25.5% | +58.3% | +36.6% |
| 6M | +64.6% | +121.3% | -56.6% | +39.6% |
| YTD | +62.6% | +103.2% | -40.5% | +39.9% |
| 1Y | +49.9% | +102.6% | -52.7% | +27.7% |
| All | +166.7% | +64.5% | +102.2% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling