+14.5%
ABT vs LTH
+157.9%
-143.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | -0.6% | -3.0% | -3.6% |
| 30D | +2.5% | -4.6% | +7.1% | +2.9% |
| 3M | +20.2% | +32.8% | -12.6% | +17.3% |
| 6M | -2.9% | +64.6% | -67.6% | -7.4% |
| YTD | -11.9% | +62.6% | -74.6% | -16.0% |
| 1Y | -16.5% | +49.9% | -66.5% | -19.9% |
| All | +14.5% | +157.9% | -143.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling