+8.6%
ALB vs LTH
+84.0%
-75.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.3% | -1.0% | +5.7% |
| 7D | -2.1% | +9.9% | -11.9% | -1.3% |
| 30D | -9.0% | +18.3% | -27.3% | -7.7% |
| 3M | -21.1% | +5.9% | -27.1% | -20.7% |
| 6M | -49.9% | +80.3% | -130.2% | -48.7% |
| YTD | -32.3% | +78.3% | -110.6% | -31.3% |
| 1Y | +8.6% | +81.0% | -72.4% | +9.8% |
| All | +8.6% | +84.0% | -75.4% | +9.8% |
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