+133.7%
LTH vs BTG
+79.8%
+53.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -3.7% | -5.5% | +1.7% | -3.1% |
| 30D | -5.3% | +6.1% | -11.4% | -6.1% |
| 3M | +24.2% | +38.6% | -14.5% | +18.3% |
| 6M | +54.8% | +0.7% | +54.2% | +53.3% |
| YTD | +56.1% | +20.3% | +35.7% | +49.4% |
| 1Y | +45.5% | +25.0% | +20.5% | +36.8% |
| 3Y | +155.9% | +97.3% | +58.6% | +115.1% |
| All | +133.7% | +79.8% | +53.9% | +97.7% |
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