+2.3%
COMP vs LTH
+160.9%
-158.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | -13.3% | -4.6% | -8.7% | -10.8% |
| 3M | +41.1% | +32.8% | +8.3% | +15.4% |
| 6M | +17.2% | +64.6% | -47.4% | -16.9% |
| YTD | +5.2% | +62.6% | -57.4% | -25.1% |
| 1Y | +18.9% | +49.9% | -31.0% | -11.2% |
| 3Y | +215.9% | +151.3% | +64.6% | +54.6% |
| All | +2.3% | +160.9% | -158.6% | -56.8% |
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