+141.5%
LTH vs BBWI
-67.9%
+209.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.4% |
| 7D | +4.5% | -6.2% | +10.7% | +6.2% |
| 30D | +16.3% | +19.9% | -3.6% | +10.4% |
| 3M | +8.4% | +7.1% | +1.2% | +5.3% |
| 6M | +40.3% | +13.7% | +26.6% | +32.7% |
| YTD | +77.3% | +9.6% | +67.7% | +67.4% |
| 1Y | +88.0% | -1.6% | +89.6% | +80.1% |
| 3Y | +274.3% | -25.9% | +300.1% | +261.0% |
| All | +141.5% | -67.9% | +209.4% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling