+126.7%
CSCO vs LTH
+160.9%
-34.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | -10.1% | -4.6% | -5.5% | -9.7% |
| 3M | -15.7% | +32.8% | -48.5% | -18.9% |
| 6M | +36.3% | +64.6% | -28.4% | +26.9% |
| YTD | +43.8% | +62.6% | -18.8% | +34.0% |
| 1Y | +63.9% | +49.9% | +14.0% | +54.2% |
| 3Y | +104.4% | +151.3% | -47.0% | +77.1% |
| All | +126.7% | +160.9% | -34.2% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling