+143.5%
LTH vs BR
+12.8%
+130.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +2.3% |
| 7D | -0.6% | -5.3% | +4.6% | +2.4% |
| 30D | -4.6% | +6.4% | -11.0% | -8.5% |
| 3M | +32.8% | +13.6% | +19.2% | +21.4% |
| 6M | +64.6% | -6.7% | +71.3% | +69.8% |
| YTD | +62.6% | -21.1% | +83.7% | +89.0% |
| 1Y | +49.9% | -29.6% | +79.5% | +90.5% |
| 3Y | +151.3% | -2.4% | +153.7% | +137.8% |
| All | +143.5% | +12.8% | +130.8% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling