+367.1%
ASX vs LTH
+253.6%
+113.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.1% |
| 7D | -9.1% | +6.4% | -15.5% | -10.2% |
| 30D | -23.6% | +16.7% | -40.3% | -25.9% |
| 3M | -5.6% | +11.7% | -17.3% | -7.8% |
| 6M | +4.7% | +48.5% | -43.8% | -4.7% |
| YTD | +122.6% | +78.4% | +44.2% | +93.0% |
| 1Y | +133.0% | +89.7% | +43.3% | +98.9% |
| 3Y | +367.1% | +245.6% | +121.5% | +257.2% |
| All | +367.1% | +253.6% | +113.5% | +257.2% |
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