-14.1%
AU vs LTH
+38.9%
-53.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.7% |
| 7D | -7.2% | -1.3% | -5.9% | -7.1% |
| 30D | -2.9% | +15.7% | -18.5% | -3.5% |
| 3M | -8.7% | +5.0% | -13.7% | -8.3% |
| 6M | -14.1% | +37.7% | -51.8% | -26.6% |
| All | -14.1% | +38.9% | -53.0% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling