+156.6%
LTH vs BBWI
-62.2%
+218.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.2% | -3.4% |
| 7D | -4.6% | -4.5% | -0.1% | -3.4% |
| 30D | +14.8% | +17.1% | -2.3% | +9.8% |
| 3M | +3.9% | +17.5% | -13.5% | -1.5% |
| 6M | +35.5% | +12.8% | +22.7% | +28.6% |
| YTD | +71.3% | +8.2% | +63.2% | +62.5% |
| 1Y | +75.7% | -1.8% | +77.5% | +68.5% |
| 3Y | +231.9% | -25.8% | +257.7% | +220.0% |
| 5Y | +130.5% | -68.0% | +198.5% | +193.0% |
| All | +156.6% | -62.2% | +218.7% | +242.0% |
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