+296.4%
ARM vs LTH
+170.2%
+126.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | -0.6% | +6.1% | +5.6% |
| 30D | -8.2% | -4.6% | -3.6% | -6.5% |
| 3M | -35.9% | +32.8% | -68.7% | -44.6% |
| 6M | +103.1% | +64.6% | +38.5% | +57.3% |
| YTD | +130.6% | +62.6% | +68.0% | +78.8% |
| 1Y | +86.1% | +49.9% | +36.1% | +48.9% |
| All | +296.4% | +170.2% | +126.2% | +138.5% |
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 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