-38.2%
ALB vs LTH
+156.3%
-194.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | -4.4% | +1.5% | -5.9% | -4.8% |
| 30D | -1.2% | -3.1% | +1.9% | -0.3% |
| 3M | -13.3% | +28.1% | -41.4% | -20.0% |
| 6M | -19.8% | +67.4% | -87.2% | -32.7% |
| YTD | -7.9% | +59.8% | -67.7% | -22.0% |
| 1Y | +60.2% | +45.6% | +14.6% | +39.1% |
| 3Y | -26.4% | +162.0% | -188.4% | -49.9% |
| All | -38.2% | +156.3% | -194.6% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling