+35.1%
DD vs LTH
+43.6%
-8.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -3.8% | -4.0% | +0.2% | -2.6% |
| 30D | -9.2% | -1.7% | -7.6% | -8.8% |
| 3M | -9.0% | +28.0% | -37.0% | -16.3% |
| 6M | -5.0% | +54.1% | -59.0% | -18.9% |
| YTD | +7.4% | +57.1% | -49.7% | -9.1% |
| 1Y | +35.1% | +45.8% | -10.7% | +16.7% |
| All | +35.1% | +43.6% | -8.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling