+12.5%
A vs LTH
+142.9%
-130.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | -0.1% | +4.5% | -4.5% | -1.1% |
| 30D | +3.4% | +16.3% | -13.0% | -0.2% |
| 3M | +23.8% | +8.4% | +15.5% | +21.2% |
| 6M | +49.0% | +40.3% | +8.7% | +37.0% |
| YTD | +29.4% | +77.3% | -47.9% | +11.9% |
| 1Y | +19.4% | +88.0% | -68.6% | +1.8% |
| 3Y | +66.2% | +274.3% | -208.1% | +19.0% |
| All | +12.5% | +142.9% | -130.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling