-25.6%
COMP vs LTH
+155.3%
-180.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.8% | -8.9% | -8.7% |
| 7D | -1.8% | +5.3% | -7.1% | -5.4% |
| 30D | -0.8% | +18.3% | -19.0% | -11.9% |
| 3M | -28.1% | +5.4% | -33.5% | -31.2% |
| 6M | +27.0% | +62.5% | -35.5% | -10.0% |
| YTD | -12.8% | +79.6% | -92.4% | -42.7% |
| 1Y | +4.9% | +88.1% | -83.2% | -33.5% |
| 3Y | +321.0% | +272.5% | +48.5% | +53.5% |
| 5Y | -25.6% | +146.1% | -171.7% | -72.5% |
| All | -25.6% | +155.3% | -180.9% | -72.5% |
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