+250.6%
LTH vs BWA
+56.9%
+193.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.1% |
| 7D | +4.5% | -5.5% | +9.9% | +6.0% |
| 30D | +16.3% | -21.7% | +38.1% | +24.5% |
| 3M | +8.4% | -25.6% | +34.0% | +17.4% |
| 6M | +40.3% | -17.4% | +57.7% | +45.5% |
| YTD | +77.3% | +9.2% | +68.1% | +62.7% |
| 1Y | +88.0% | +9.7% | +78.2% | +72.0% |
| All | +250.6% | +56.9% | +193.7% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling