+24.5%
ALAB vs LTH
+84.0%
-59.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.8% | -5.3% |
| 7D | -24.9% | +9.9% | -34.7% | -25.8% |
| 30D | -38.4% | +18.3% | -56.7% | -39.9% |
| 3M | -38.3% | +5.9% | -44.2% | -38.4% |
| 6M | +10.9% | +80.3% | -69.4% | -8.1% |
| YTD | +34.2% | +78.3% | -44.1% | +12.9% |
| 1Y | +24.5% | +81.0% | -56.5% | +3.7% |
| All | +24.5% | +84.0% | -59.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling