+93.8%
AR vs LTH
+160.9%
-67.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | +14.8% | -4.6% | +19.4% | +15.5% |
| 3M | +6.2% | +32.8% | -26.6% | +1.1% |
| 6M | +4.3% | +64.6% | -60.3% | -5.2% |
| YTD | +14.4% | +62.6% | -48.3% | +3.8% |
| 1Y | +21.3% | +49.9% | -28.6% | +11.7% |
| 3Y | +39.8% | +151.3% | -111.5% | +15.8% |
| All | +93.8% | +160.9% | -67.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling