+143.5%
LTH vs BTG
+87.5%
+56.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -0.6% | -0.9% | +0.2% | -0.6% |
| 30D | -4.6% | +36.8% | -41.4% | -8.6% |
| 3M | +32.8% | +23.1% | +9.7% | +28.6% |
| 6M | +64.6% | +3.5% | +61.2% | +62.4% |
| YTD | +62.6% | +25.5% | +37.1% | +54.9% |
| 1Y | +49.9% | +40.1% | +9.9% | +38.5% |
| 3Y | +151.3% | +101.1% | +50.2% | +111.2% |
| All | +143.5% | +87.5% | +56.0% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling