+274.3%
LTH vs BB
+132.4%
+141.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.8% |
| 7D | +4.5% | +3.8% | +0.7% | +4.0% |
| 30D | +16.3% | -0.3% | +16.7% | +16.0% |
| 3M | +8.4% | -0.5% | +8.8% | +7.7% |
| 6M | +40.3% | +45.9% | -5.6% | +29.2% |
| YTD | +77.3% | +130.6% | -53.3% | +50.9% |
| 1Y | +88.0% | +89.2% | -1.2% | +64.7% |
| 3Y | +274.3% | +137.5% | +136.8% | +192.7% |
| All | +274.3% | +132.4% | +141.8% | +192.7% |
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