+96.9%
AU vs LTH
+54.1%
+42.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | -3.6% | -0.6% | -3.0% | -3.6% |
| 30D | +23.9% | -4.6% | +28.5% | +24.4% |
| 3M | +19.1% | +32.8% | -13.7% | +13.5% |
| 6M | -0.2% | +64.6% | -64.8% | -6.0% |
| YTD | +32.5% | +62.6% | -30.2% | +25.1% |
| 1Y | +96.9% | +49.9% | +47.0% | +99.2% |
| All | +96.9% | +54.1% | +42.8% | +99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling