+156.6%
LTH vs BR
+24.9%
+131.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | -4.6% | -1.3% | -3.4% | -3.9% |
| 30D | +14.8% | +13.7% | +1.2% | +6.7% |
| 3M | +3.9% | +13.8% | -9.9% | -4.1% |
| 6M | +35.5% | +29.7% | +5.8% | +13.5% |
| YTD | +71.3% | -12.6% | +83.9% | +87.3% |
| 1Y | +75.7% | -12.4% | +88.1% | +91.7% |
| 3Y | +231.9% | +14.1% | +217.8% | +181.6% |
| 5Y | +130.5% | +18.7% | +111.8% | +66.2% |
| All | +156.6% | +24.9% | +131.7% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling