+57.7%
HAS vs LTH
+79.8%
-22.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.3% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | +26.3% | +15.7% | +10.6% | +21.9% |
| 3M | +25.6% | +5.0% | +20.6% | +24.0% |
| 6M | +30.3% | +37.7% | -7.4% | +20.5% |
| YTD | +50.4% | +75.0% | -24.7% | +27.9% |
| 1Y | +57.7% | +82.6% | -24.9% | +31.4% |
| All | +57.7% | +79.8% | -22.0% | +31.4% |
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