+157.4%
ALL vs LTH
+152.2%
+5.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -1.5% | -4.6% | +3.1% | -1.1% |
| 3M | +23.6% | +32.8% | -9.2% | +20.6% |
| 6M | +22.3% | +64.6% | -42.3% | +16.6% |
| YTD | +26.5% | +62.6% | -36.1% | +20.5% |
| 1Y | +27.0% | +49.9% | -22.9% | +21.8% |
| All | +157.4% | +152.2% | +5.1% | +151.1% |
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