+10.3%
ARM vs LTH
+84.4%
-74.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.1% | +5.0% |
| 7D | -15.2% | +4.5% | -19.7% | -16.0% |
| 30D | -40.7% | +16.3% | -57.0% | -42.5% |
| 3M | -39.1% | +8.4% | -47.5% | -40.0% |
| 6M | -26.4% | +40.3% | -66.7% | -34.9% |
| YTD | +59.7% | +77.3% | -17.5% | +27.5% |
| 1Y | +10.3% | +88.0% | -77.6% | -10.1% |
| All | +10.3% | +84.4% | -74.1% | -10.1% |
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