+28.4%
ALL vs LTH
+89.8%
-61.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | -0.1% | +6.4% | -6.5% | -0.5% |
| 30D | +13.8% | +16.7% | -2.9% | +12.9% |
| 3M | -2.8% | +11.7% | -14.4% | -3.4% |
| 6M | +23.7% | +48.5% | -24.8% | +22.7% |
| YTD | +27.3% | +78.4% | -51.1% | +24.2% |
| All | +28.4% | +89.8% | -61.4% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling