+415.3%
ASX vs LTH
+142.9%
+272.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +6.7% |
| 7D | -19.9% | +4.5% | -24.4% | -20.8% |
| 30D | -30.9% | +16.3% | -47.2% | -33.4% |
| 3M | -15.1% | +8.4% | -23.5% | -17.0% |
| 6M | -6.5% | +40.3% | -46.8% | -14.5% |
| YTD | +98.4% | +77.3% | +21.2% | +70.4% |
| 1Y | +107.9% | +88.0% | +19.9% | +75.7% |
| 3Y | +325.3% | +274.3% | +51.0% | +197.3% |
| All | +415.3% | +142.9% | +272.4% | +249.8% |
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