+143.5%
LTH vs BG
+61.0%
+82.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -0.6% | +2.8% | -3.4% | -1.0% |
| 30D | -4.6% | +12.0% | -16.6% | -6.2% |
| 3M | +32.8% | -7.7% | +40.5% | +34.2% |
| 6M | +64.6% | +4.5% | +60.1% | +61.9% |
| YTD | +62.6% | +35.7% | +27.0% | +51.6% |
| 1Y | +49.9% | +50.1% | -0.1% | +36.5% |
| 3Y | +151.3% | +12.6% | +138.7% | +142.1% |
| All | +143.5% | +61.0% | +82.5% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling