+137.8%
LTH vs BG
+21.9%
+115.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | -1.3% | +2.6% | -3.8% | -1.6% |
| 30D | +15.7% | -6.7% | +22.3% | +16.6% |
| 3M | +5.0% | -9.3% | +14.2% | +6.1% |
| 6M | +37.7% | -18.3% | +56.0% | +40.8% |
| YTD | +75.0% | +16.2% | +58.8% | +66.7% |
| 1Y | +82.6% | +7.6% | +75.1% | +76.5% |
| 3Y | +241.3% | +6.6% | +234.7% | +226.8% |
| All | +137.8% | +21.9% | +115.9% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling