-62.0%
ALNY vs LTH
+84.0%
-146.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -0.2% |
| 7D | -30.7% | +9.9% | -40.5% | -31.8% |
| 30D | -26.7% | +18.3% | -45.0% | -29.1% |
| 3M | -26.4% | +5.9% | -32.4% | -27.0% |
| 6M | -45.9% | +80.3% | -126.3% | -50.2% |
| YTD | -59.5% | +78.3% | -137.8% | -62.5% |
| 1Y | -62.0% | +81.0% | -143.0% | -64.5% |
| All | -62.0% | +84.0% | -146.0% | -64.5% |
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