+14.3%
A vs LTH
+137.1%
-122.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | 0.0% | +15.7% | -15.7% | -3.4% |
| 3M | +16.7% | +5.0% | +11.7% | +15.0% |
| 6M | +54.8% | +37.7% | +17.2% | +42.9% |
| YTD | +28.8% | +75.0% | -46.2% | +11.5% |
| 1Y | +19.3% | +82.6% | -63.3% | +2.3% |
| 3Y | +65.5% | +241.3% | -175.8% | +20.7% |
| All | +14.3% | +137.1% | -122.8% | -19.8% |
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