+164.2%
LTH vs BBWI
-61.0%
+225.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +7.0% | -6.2% | +13.2% | +8.8% |
| 30D | +15.4% | +25.5% | -10.1% | +8.3% |
| 3M | +7.0% | +8.0% | -0.9% | +3.8% |
| 6M | +46.9% | +12.7% | +34.2% | +39.4% |
| YTD | +76.4% | +11.6% | +64.8% | +65.8% |
| 1Y | +83.7% | -0.9% | +84.6% | +75.9% |
| 3Y | +248.9% | -22.7% | +271.6% | +232.3% |
| 5Y | +141.8% | -67.2% | +209.0% | +204.2% |
| All | +164.2% | -61.0% | +225.1% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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