+17.3%
A vs LTH
+46.0%
-28.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | +0.6% | -3.1% | +3.7% | +1.1% |
| 3M | +10.9% | +28.1% | -17.2% | +4.5% |
| 6M | +28.2% | +67.4% | -39.2% | +11.5% |
| YTD | +8.6% | +59.8% | -51.2% | -5.0% |
| All | +17.3% | +46.0% | -28.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling