+139.3%
LTH vs BWA
+80.6%
+58.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | +1.5% | +4.3% | -2.8% | -0.3% |
| 30D | -3.1% | -2.9% | -0.2% | -2.1% |
| 3M | +28.1% | -12.4% | +40.5% | +34.9% |
| 6M | +67.4% | +28.6% | +38.8% | +46.6% |
| YTD | +59.8% | +48.2% | +11.6% | +26.7% |
| 1Y | +45.6% | +50.9% | -5.3% | +13.9% |
| 3Y | +162.0% | +72.2% | +89.8% | +83.7% |
| All | +139.3% | +80.6% | +58.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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