+241.3%
LTH vs BBWI
-24.0%
+265.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +15.7% | +12.9% | +2.8% | +13.0% |
| 3M | +5.0% | +16.0% | -11.0% | +1.6% |
| 6M | +37.7% | +16.6% | +21.1% | +32.4% |
| YTD | +75.0% | +9.7% | +65.3% | +69.2% |
| 1Y | +82.6% | +1.5% | +81.2% | +77.5% |
| 3Y | +241.3% | -21.4% | +262.7% | +238.4% |
| All | +241.3% | -24.0% | +265.3% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling