+44.5%
F vs LTH
+273.3%
-228.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +1.4% | +5.3% | -3.9% | +0.1% |
| 30D | +2.0% | +18.3% | -16.2% | -1.9% |
| 3M | -10.4% | +5.4% | -15.7% | -11.6% |
| 6M | +9.7% | +62.5% | -52.8% | -2.5% |
| YTD | -1.2% | +79.6% | -80.8% | -14.7% |
| 1Y | 0.0% | +88.1% | -88.1% | -14.7% |
| All | +44.5% | +273.3% | -228.8% | -3.6% |
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 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