+21.7%
AR vs LTH
+46.4%
-24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -1.1% |
| 7D | -1.8% | +1.5% | -3.4% | -1.6% |
| 30D | +12.6% | -3.1% | +15.6% | +12.2% |
| 3M | +10.0% | +28.1% | -18.1% | +13.6% |
| 6M | +0.6% | +67.4% | -66.8% | +6.0% |
| YTD | +13.4% | +59.8% | -46.4% | +17.7% |
| 1Y | +21.7% | +45.6% | -23.9% | +28.5% |
| All | +21.7% | +46.4% | -24.7% | +28.5% |
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