+234.1%
LTH vs BUD
+47.9%
+186.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -4.6% | -1.6% | -3.0% | -4.1% |
| 30D | +14.8% | +6.7% | +8.2% | +12.0% |
| 3M | +3.9% | +5.9% | -2.0% | +1.4% |
| 6M | +35.5% | +5.1% | +30.4% | +32.3% |
| YTD | +71.3% | +32.9% | +38.5% | +54.4% |
| 1Y | +75.7% | +31.8% | +43.9% | +58.6% |
| All | +234.1% | +47.9% | +186.2% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling