+135.2%
LTH vs BG
+67.5%
+67.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | -1.7% | +10.3% | -12.0% | -3.1% |
| 3M | +28.0% | -1.9% | +29.9% | +28.1% |
| 6M | +54.1% | +5.2% | +48.8% | +51.6% |
| YTD | +57.1% | +41.2% | +15.9% | +45.6% |
| 1Y | +45.8% | +50.5% | -4.8% | +33.0% |
| 3Y | +157.6% | +19.9% | +137.7% | +145.2% |
| All | +135.2% | +67.5% | +67.7% | +77.5% |
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