+112.2%
C vs LTH
+145.7%
-33.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -0.4% | +6.4% | -6.8% | -1.8% |
| 30D | -5.2% | +16.7% | -21.9% | -8.5% |
| 3M | -9.1% | +11.7% | -20.8% | -11.5% |
| 6M | -1.6% | +48.5% | -50.1% | -10.7% |
| YTD | +6.9% | +78.4% | -71.5% | -7.6% |
| 1Y | +23.0% | +89.7% | -66.7% | +4.6% |
| 3Y | +216.1% | +245.6% | -29.5% | +132.2% |
| 5Y | +112.2% | +142.7% | -30.4% | +51.6% |
| All | +112.2% | +145.7% | -33.4% | +51.6% |
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 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