-41.3%
ALNY vs LTH
+54.1%
-95.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.2% | -0.6% | +12.9% | +12.3% |
| 30D | +16.3% | -4.6% | +20.9% | +17.3% |
| 3M | -12.4% | +32.8% | -45.2% | -14.4% |
| 6M | -18.7% | +64.6% | -83.3% | -22.8% |
| YTD | -33.1% | +62.6% | -95.7% | -36.0% |
| 1Y | -41.3% | +49.9% | -91.3% | -44.2% |
| All | -41.3% | +54.1% | -95.4% | -44.2% |
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 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