+162.0%
LTH vs BTG
+101.2%
+60.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | +1.5% | +4.8% | -3.3% | +1.1% |
| 30D | -3.1% | +8.3% | -11.4% | -3.8% |
| 3M | +28.1% | +32.3% | -4.2% | +24.5% |
| 6M | +67.4% | +3.0% | +64.4% | +66.0% |
| YTD | +59.8% | +21.9% | +37.9% | +54.9% |
| 1Y | +45.6% | +28.2% | +17.4% | +38.6% |
| 3Y | +162.0% | +99.9% | +62.1% | +140.0% |
| All | +162.0% | +101.2% | +60.8% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling