+162.1%
LTH vs BTG
+64.7%
+97.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -1.3% | -9.1% | +7.8% | -0.2% |
| 30D | +15.7% | -1.6% | +17.3% | +15.6% |
| 3M | +5.0% | -2.8% | +7.8% | +4.8% |
| 6M | +37.7% | -7.6% | +45.3% | +37.7% |
| YTD | +75.0% | +10.2% | +64.8% | +68.6% |
| 1Y | +82.6% | +21.3% | +61.4% | +73.2% |
| 3Y | +241.3% | +82.7% | +158.6% | +188.6% |
| 5Y | +135.4% | +30.8% | +104.6% | +114.0% |
| All | +162.1% | +64.7% | +97.4% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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