+164.2%
LTH vs BWA
+40.2%
+124.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -2.7% |
| 7D | +7.0% | -0.6% | +7.6% | +7.0% |
| 30D | +15.4% | -16.1% | +31.5% | +23.6% |
| 3M | +7.0% | -24.6% | +31.6% | +19.5% |
| 6M | +46.9% | -15.7% | +62.5% | +53.9% |
| YTD | +76.4% | +15.1% | +61.3% | +54.5% |
| 1Y | +83.7% | +15.9% | +67.9% | +60.1% |
| 3Y | +248.9% | +67.1% | +181.8% | +138.3% |
| 5Y | +141.8% | +34.7% | +107.1% | +69.0% |
| All | +164.2% | +40.2% | +124.0% | +83.3% |
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