-3.4%
ABT vs LTH
+142.3%
-145.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +0.3% | +7.0% | -6.7% | -0.5% |
| 30D | +11.6% | +15.4% | -3.8% | +9.6% |
| 3M | +3.1% | +7.0% | -3.9% | +2.2% |
| 6M | +32.8% | +46.9% | -14.0% | +26.5% |
| YTD | -9.6% | +76.4% | -86.0% | -16.3% |
| 1Y | -10.4% | +83.7% | -94.1% | -17.5% |
| 3Y | +25.8% | +248.9% | -223.1% | +3.9% |
| 5Y | -3.4% | +141.8% | -145.3% | -23.5% |
| All | -3.4% | +142.3% | -145.8% | -23.5% |
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