-34.2%
ALB vs LTH
+152.2%
-186.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.5% |
| 7D | -8.1% | -0.6% | -7.4% | -7.9% |
| 30D | +6.3% | -4.6% | +10.9% | +7.3% |
| 3M | -23.6% | +32.8% | -56.4% | -29.3% |
| 6M | -24.6% | +64.6% | -89.2% | -35.0% |
| YTD | -10.3% | +62.6% | -72.9% | -22.8% |
| 1Y | +61.5% | +49.9% | +11.5% | +42.3% |
| All | -34.2% | +152.2% | -186.4% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling