+299.6%
ASX vs LTH
+273.3%
+26.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.8% | -21.5% | -20.9% |
| 7D | -33.3% | +5.3% | -38.6% | -33.9% |
| 30D | -36.5% | +18.3% | -54.7% | -38.4% |
| 3M | -19.2% | +5.4% | -24.6% | -20.1% |
| 6M | -10.2% | +62.5% | -72.8% | -19.8% |
| YTD | +86.5% | +79.6% | +6.8% | +62.1% |
| 1Y | +89.6% | +88.1% | +1.5% | +62.9% |
| All | +299.6% | +273.3% | +26.3% | +206.3% |
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