+334.9%
COMP vs LTH
+273.3%
+61.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.8% | -8.9% | -8.7% |
| 7D | -1.8% | +5.3% | -7.1% | -5.1% |
| 30D | -0.8% | +18.3% | -19.0% | -11.2% |
| 3M | -28.1% | +5.4% | -33.5% | -31.0% |
| 6M | +27.0% | +62.5% | -35.5% | -8.1% |
| YTD | -12.8% | +79.6% | -92.4% | -40.9% |
| 1Y | +4.9% | +88.1% | -83.2% | -31.2% |
| All | +334.9% | +273.3% | +61.6% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling