+13.7%
AR vs LTH
+84.0%
-70.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.6% | -5.1% |
| 7D | -11.1% | +9.9% | -21.0% | -9.5% |
| 30D | +7.9% | +18.3% | -10.4% | +11.2% |
| 3M | +4.9% | +5.9% | -1.1% | +5.9% |
| 6M | -5.3% | +80.3% | -85.6% | +5.5% |
| YTD | +8.6% | +78.3% | -69.7% | +19.3% |
| 1Y | +13.7% | +81.0% | -67.4% | +24.5% |
| All | +13.7% | +84.0% | -70.4% | +24.5% |
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