-15.1%
F vs LTH
+142.3%
-157.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | +7.0% | -7.6% | -2.5% |
| 30D | +2.9% | +15.4% | -12.6% | -1.3% |
| 3M | -9.5% | +7.0% | -16.5% | -11.4% |
| 6M | +4.0% | +46.9% | -42.8% | -7.1% |
| YTD | -1.3% | +76.4% | -77.7% | -17.1% |
| 1Y | -1.9% | +83.7% | -85.7% | -18.7% |
| 3Y | +53.5% | +248.9% | -195.4% | +0.3% |
| 5Y | -15.1% | +141.8% | -157.0% | -44.9% |
| All | -15.1% | +142.3% | -157.5% | -44.9% |
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