+143.2%
GOOG vs LTH
+160.9%
-17.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -6.8% | -4.6% | -2.2% | -6.0% |
| 3M | -9.1% | +32.8% | -41.9% | -15.0% |
| 6M | +10.7% | +64.6% | -53.9% | -2.0% |
| YTD | +7.1% | +62.6% | -55.6% | -5.3% |
| 1Y | +44.6% | +49.9% | -5.3% | +30.0% |
| 3Y | +147.4% | +151.3% | -3.9% | +89.9% |
| All | +143.2% | +160.9% | -17.7% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling