+143.5%
LTH vs BWA
+84.1%
+59.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.9% |
| 7D | -0.6% | +5.7% | -6.3% | -3.0% |
| 30D | -4.6% | +1.4% | -6.0% | -5.4% |
| 3M | +32.8% | -12.1% | +44.9% | +39.5% |
| 6M | +64.6% | +28.6% | +36.1% | +44.2% |
| YTD | +62.6% | +51.1% | +11.6% | +27.9% |
| 1Y | +49.9% | +55.9% | -5.9% | +15.5% |
| 3Y | +151.3% | +70.1% | +81.2% | +78.7% |
| All | +143.5% | +84.1% | +59.5% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling