+3.5%
B vs LTH
+77.7%
-74.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -2.3% |
| 7D | -6.2% | -4.6% | -1.6% | -5.3% |
| 30D | -6.6% | +14.8% | -21.4% | -9.1% |
| 3M | -7.9% | +3.9% | -11.8% | -8.5% |
| 6M | -16.8% | +35.5% | -52.3% | -23.3% |
| YTD | -11.7% | +71.3% | -83.0% | -23.0% |
| 1Y | +3.5% | +75.7% | -72.2% | -10.7% |
| All | +3.5% | +77.7% | -74.2% | -10.7% |
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