+167.7%
LTH vs BR
+25.8%
+141.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.3% | +1.9% | -1.6% | -0.8% |
| 30D | +17.7% | +15.9% | +1.8% | +8.1% |
| 3M | +8.5% | +13.7% | -5.2% | +0.2% |
| 6M | +46.9% | +31.0% | +15.9% | +22.3% |
| YTD | +78.8% | -12.0% | +90.8% | +94.6% |
| 1Y | +84.9% | -11.5% | +96.4% | +100.4% |
| 3Y | +246.4% | +14.9% | +231.4% | +192.6% |
| 5Y | +129.6% | +20.1% | +109.5% | +64.9% |
| All | +167.7% | +25.8% | +141.9% | +90.6% |
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