-24.4%
DOW vs LTH
+268.4%
-292.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -9.5% | +4.5% | -14.0% | -10.0% |
| 30D | +13.1% | +16.3% | -3.3% | +11.0% |
| 3M | +4.8% | +8.4% | -3.5% | +3.7% |
| 6M | -16.7% | +40.3% | -56.9% | -20.3% |
| YTD | +38.9% | +77.3% | -38.4% | +27.3% |
| 1Y | +48.3% | +88.0% | -39.7% | +34.6% |
| 3Y | -24.4% | +274.3% | -298.6% | -36.1% |
| All | -24.4% | +268.4% | -292.8% | -36.1% |
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 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