+559.0%
ASX vs LTH
+160.9%
+398.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +2.0% | -4.6% | +6.6% | +3.0% |
| 3M | -1.3% | +32.8% | -34.1% | -8.3% |
| 6M | +71.4% | +64.6% | +6.8% | +50.9% |
| YTD | +135.3% | +62.6% | +72.7% | +106.9% |
| 1Y | +267.5% | +49.9% | +217.5% | +228.1% |
| 3Y | +388.5% | +151.3% | +237.1% | +276.0% |
| All | +559.0% | +160.9% | +398.2% | +345.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling