+51.8%
ALLE vs LTH
+132.1%
-80.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.4% |
| 7D | +1.6% | -4.6% | +6.2% | +2.6% |
| 30D | +24.1% | +14.8% | +9.3% | +20.3% |
| 3M | +14.8% | +3.9% | +10.9% | +13.6% |
| 6M | +45.9% | +35.5% | +10.4% | +36.2% |
| YTD | +20.7% | +71.3% | -50.6% | +6.4% |
| 1Y | +14.2% | +75.7% | -61.5% | 0.0% |
| 3Y | +90.7% | +231.9% | -141.2% | +39.7% |
| All | +51.8% | +132.1% | -80.3% | +8.2% |
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