+139.3%
LTH vs BBWI
-66.1%
+205.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -0.9% |
| 7D | +1.5% | +1.6% | 0.0% | +1.1% |
| 30D | -3.1% | -6.2% | +3.2% | -1.7% |
| 3M | +28.1% | +4.3% | +23.8% | +25.4% |
| 6M | +67.4% | -7.2% | +74.6% | +67.7% |
| YTD | +59.8% | -3.0% | +62.8% | +57.1% |
| 1Y | +45.6% | -30.8% | +76.4% | +55.8% |
| 3Y | +162.0% | -43.4% | +205.4% | +178.6% |
| All | +139.3% | -66.1% | +205.4% | +230.7% |
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