-0.8%
F vs LTH
+84.4%
-85.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +1.6% | +4.5% | -2.9% | +0.6% |
| 30D | +2.6% | +16.3% | -13.7% | -0.7% |
| 3M | -8.8% | +8.4% | -17.2% | -10.5% |
| 6M | +4.6% | +40.3% | -35.7% | -2.6% |
| YTD | -1.9% | +77.3% | -79.2% | -14.8% |
| 1Y | -0.8% | +88.0% | -88.7% | -16.4% |
| All | -0.8% | +84.4% | -85.2% | -16.4% |
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