+133.8%
LTH vs BRKR
-29.7%
+163.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -4.0% | -8.7% | +4.7% | -1.4% |
| 30D | -5.3% | -9.9% | +4.6% | -2.6% |
| 3M | +19.0% | -3.1% | +22.1% | +17.1% |
| 6M | +55.8% | +45.5% | +10.3% | +31.4% |
| YTD | +56.1% | +13.7% | +42.4% | +42.0% |
| 1Y | +41.3% | +67.4% | -26.2% | +11.6% |
| 3Y | +156.6% | -13.2% | +169.9% | +136.3% |
| All | +133.8% | -29.7% | +163.5% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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