+164.2%
LTH vs BUD
+65.0%
+99.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +7.0% | +1.3% | +5.7% | +6.3% |
| 30D | +15.4% | +10.0% | +5.4% | +9.9% |
| 3M | +7.0% | +1.6% | +5.4% | +5.6% |
| 6M | +46.9% | +6.5% | +40.3% | +41.2% |
| YTD | +76.4% | +34.8% | +41.6% | +50.9% |
| 1Y | +83.7% | +36.5% | +47.3% | +56.2% |
| 3Y | +248.9% | +49.0% | +199.9% | +174.7% |
| 5Y | +141.8% | +51.7% | +90.1% | +79.1% |
| All | +164.2% | +65.0% | +99.2% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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