+241.3%
LTH vs BB
+147.9%
+93.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.4% |
| 7D | -1.3% | +1.8% | -3.1% | -1.5% |
| 30D | +15.7% | +8.1% | +7.5% | +14.3% |
| 3M | +5.0% | -1.0% | +6.0% | +4.4% |
| 6M | +37.7% | +45.9% | -8.2% | +27.3% |
| YTD | +75.0% | +134.8% | -59.8% | +49.3% |
| 1Y | +82.6% | +104.6% | -22.0% | +58.7% |
| 3Y | +241.3% | +152.8% | +88.5% | +163.1% |
| All | +241.3% | +147.9% | +93.4% | +163.1% |
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