+21.5%
ALNY vs LTH
+153.7%
-132.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -6.4% | -3.7% | -2.7% | -5.7% |
| 30D | +11.9% | -5.3% | +17.2% | +13.1% |
| 3M | -15.0% | +24.2% | -39.2% | -17.9% |
| 6M | -23.2% | +54.8% | -78.1% | -29.2% |
| YTD | -37.8% | +56.1% | -93.8% | -42.7% |
| 1Y | -47.3% | +45.5% | -92.8% | -50.9% |
| All | +21.5% | +153.7% | -132.2% | +1.2% |
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 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