0.0%
ALNY vs LTH
+241.8%
-241.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +5.0% |
| 7D | +5.8% | -1.3% | +7.1% | +6.1% |
| 30D | -26.5% | +15.7% | -42.1% | -28.8% |
| 3M | -27.3% | +5.0% | -32.3% | -28.3% |
| 6M | -43.4% | +37.7% | -81.1% | -46.7% |
| YTD | -58.5% | +75.0% | -133.5% | -63.0% |
| 1Y | -63.6% | +82.6% | -146.3% | -67.8% |
| 3Y | 0.0% | +241.3% | -241.3% | -14.7% |
| All | 0.0% | +241.8% | -241.8% | -14.7% |
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