+20.5%
C vs LTH
+84.4%
-63.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -2.4% | +4.5% | -6.9% | -3.2% |
| 30D | -6.0% | +16.3% | -22.3% | -8.5% |
| 3M | -10.5% | +8.4% | -18.9% | -12.0% |
| 6M | -5.7% | +40.3% | -46.0% | -12.2% |
| YTD | +4.1% | +77.3% | -73.1% | -8.6% |
| 1Y | +20.5% | +88.0% | -67.5% | +4.1% |
| All | +20.5% | +84.4% | -63.9% | +4.1% |
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