+135.2%
LTH vs BTG
+85.2%
+50.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | -4.0% | +2.4% | -6.4% | -4.3% |
| 30D | -1.7% | +9.5% | -11.2% | -2.9% |
| 3M | +28.0% | +38.5% | -10.5% | +22.0% |
| 6M | +54.1% | +5.6% | +48.4% | +51.5% |
| YTD | +57.1% | +23.9% | +33.1% | +49.8% |
| 1Y | +45.8% | +32.1% | +13.6% | +35.9% |
| 3Y | +157.6% | +103.2% | +54.4% | +115.7% |
| All | +135.2% | +85.2% | +50.0% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling