-39.8%
ALB vs LTH
+160.9%
-200.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | -23.6% | +32.8% | -56.4% | -30.2% |
| 6M | -24.6% | +64.6% | -89.2% | -36.4% |
| YTD | -10.3% | +62.6% | -72.9% | -24.4% |
| 1Y | +61.5% | +49.9% | +11.5% | +39.0% |
| 3Y | -34.0% | +151.3% | -185.3% | -54.3% |
| All | -39.8% | +160.9% | -200.7% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling