+162.0%
LTH vs BG
+20.0%
+142.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.1% | -1.9% |
| 7D | +1.5% | +2.4% | -0.8% | +1.5% |
| 30D | -3.1% | +15.0% | -18.1% | -3.5% |
| 3M | +28.1% | -0.7% | +28.8% | +28.3% |
| 6M | +67.4% | +7.5% | +59.9% | +65.8% |
| YTD | +59.8% | +41.6% | +18.2% | +52.7% |
| 1Y | +45.6% | +50.7% | -5.1% | +38.1% |
| 3Y | +162.0% | +20.3% | +141.7% | +171.6% |
| All | +162.0% | +20.0% | +142.0% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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