+93.1%
DD vs LTH
+240.3%
-147.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +9.8% | +7.0% | +2.8% | +8.1% |
| 30D | +19.3% | +15.4% | +3.9% | +15.3% |
| 3M | +9.4% | +7.0% | +2.3% | +7.4% |
| 6M | +4.8% | +46.9% | -42.1% | -4.9% |
| YTD | +30.2% | +76.4% | -46.2% | +12.6% |
| 1Y | +32.2% | +83.7% | -51.5% | +13.2% |
| 3Y | +93.1% | +248.9% | -155.8% | +49.0% |
| All | +93.1% | +240.3% | -147.2% | +49.0% |
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