+45.6%
LTH vs BBWI
-33.4%
+78.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -1.3% |
| 7D | +1.5% | +1.6% | 0.0% | +1.3% |
| 30D | -3.1% | -6.2% | +3.2% | -2.2% |
| 3M | +28.1% | +4.3% | +23.8% | +26.9% |
| 6M | +67.4% | -7.2% | +74.6% | +67.7% |
| YTD | +59.8% | -3.0% | +62.8% | +60.6% |
| 1Y | +45.6% | -30.8% | +76.4% | +54.7% |
| All | +45.6% | -33.4% | +78.9% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling