+207.4%
ALAB vs LTH
+231.6%
-24.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.7% |
| 7D | -26.3% | +4.5% | -30.8% | -27.5% |
| 30D | -50.1% | +16.3% | -66.5% | -52.9% |
| 3M | -42.5% | +8.4% | -50.8% | -44.5% |
| 6M | -10.8% | +40.3% | -51.1% | -23.9% |
| YTD | +14.6% | +77.3% | -62.6% | -12.7% |
| 1Y | +17.1% | +88.0% | -70.8% | -13.4% |
| All | +207.4% | +231.6% | -24.1% | +91.9% |
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