-63.4%
ALB vs LTH
+137.1%
-200.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.0% |
| 7D | -5.8% | -1.3% | -4.5% | -5.5% |
| 30D | -4.5% | +15.7% | -20.2% | -8.6% |
| 3M | -28.1% | +5.0% | -33.1% | -29.3% |
| 6M | -53.2% | +37.7% | -90.9% | -57.9% |
| YTD | -33.3% | +75.0% | -108.3% | -45.4% |
| 1Y | -17.4% | +82.6% | -100.1% | -33.3% |
| 3Y | -14.1% | +241.3% | -255.4% | -46.5% |
| All | -63.4% | +137.1% | -200.5% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling