+214.0%
ARM vs LTH
+273.3%
-59.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.8% | -13.8% | -13.4% |
| 7D | -27.1% | +5.3% | -32.4% | -28.8% |
| 30D | -44.9% | +18.3% | -63.1% | -49.0% |
| 3M | -39.3% | +5.4% | -44.7% | -41.1% |
| 6M | -20.2% | +62.5% | -82.7% | -38.3% |
| YTD | +52.5% | +79.6% | -27.1% | +11.3% |
| 1Y | +4.1% | +88.1% | -84.1% | -26.2% |
| All | +214.0% | +273.3% | -59.4% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling