+162.4%
ALL vs LTH
+137.1%
+25.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | +5.0% | -1.3% | +6.3% | +5.2% |
| 30D | +13.3% | +15.7% | -2.3% | +11.7% |
| 3M | +3.2% | +5.0% | -1.8% | +2.6% |
| 6M | +25.3% | +37.7% | -12.3% | +21.3% |
| YTD | +30.5% | +75.0% | -44.6% | +22.7% |
| 1Y | +29.2% | +82.6% | -53.4% | +21.0% |
| 3Y | +119.1% | +241.3% | -122.2% | +92.3% |
| All | +162.4% | +137.1% | +25.3% | +128.2% |
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 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