+1.3%
ABT vs LTH
+160.9%
-159.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +20.2% | +32.8% | -12.6% | +16.1% |
| 6M | -2.9% | +64.6% | -67.6% | -9.0% |
| YTD | -11.9% | +62.6% | -74.6% | -17.4% |
| 1Y | -16.5% | +49.9% | -66.5% | -21.1% |
| 3Y | +12.1% | +151.3% | -139.2% | -2.9% |
| All | +1.3% | +160.9% | -159.6% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling