-12.9%
ALB vs LTH
+234.6%
-247.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.3% |
| 7D | -3.6% | -4.6% | +1.0% | -2.6% |
| 30D | -2.9% | +14.8% | -17.7% | -5.7% |
| 3M | -25.8% | +3.9% | -29.8% | -26.5% |
| 6M | -53.6% | +35.5% | -89.1% | -57.1% |
| YTD | -32.4% | +71.3% | -103.7% | -42.3% |
| 1Y | -13.0% | +75.7% | -88.7% | -26.5% |
| All | -12.9% | +234.6% | -247.5% | -48.7% |
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 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