+400.4%
ALAB vs LTH
+204.2%
+196.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.6% |
| 7D | +7.2% | -0.6% | +7.9% | +7.4% |
| 30D | -2.5% | -4.6% | +2.1% | -1.0% |
| 3M | -13.3% | +32.8% | -46.1% | -24.4% |
| 6M | +172.8% | +64.6% | +108.2% | +115.6% |
| YTD | +86.6% | +62.6% | +23.9% | +47.4% |
| 1Y | +65.2% | +49.9% | +15.2% | +34.9% |
| All | +400.4% | +204.2% | +196.2% | +223.7% |
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 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