+35.8%
ARM vs LTH
+79.8%
-44.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.0% |
| 7D | +9.1% | -1.3% | +10.4% | +9.3% |
| 30D | -19.9% | +15.7% | -35.6% | -22.5% |
| 3M | -31.6% | +5.0% | -36.6% | -32.3% |
| 6M | -13.9% | +37.7% | -51.5% | -23.9% |
| YTD | +74.3% | +75.0% | -0.7% | +38.1% |
| 1Y | +35.8% | +82.6% | -46.9% | +8.5% |
| All | +35.8% | +79.8% | -44.0% | +8.5% |
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