+12.2%
DIS vs LTH
+79.8%
-67.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +9.2% | +15.7% | -6.5% | +6.1% |
| 3M | +13.5% | +5.0% | +8.5% | +12.4% |
| 6M | +14.3% | +37.7% | -23.4% | +6.9% |
| YTD | +5.4% | +75.0% | -69.6% | -5.5% |
| 1Y | +12.2% | +82.6% | -70.5% | +0.6% |
| All | +12.2% | +79.8% | -67.6% | +0.6% |
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