+40.4%
EXC vs LTH
+137.1%
-96.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +8.6% | +15.7% | -7.1% | +7.5% |
| 3M | +2.4% | +5.0% | -2.6% | +2.0% |
| 6M | +6.5% | +37.7% | -31.2% | +4.2% |
| YTD | +9.0% | +75.0% | -66.0% | +4.7% |
| 1Y | +4.6% | +82.6% | -78.1% | +0.1% |
| 3Y | +33.5% | +241.3% | -207.8% | +20.0% |
| All | +40.4% | +137.1% | -96.7% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling