+133.9%
HL vs LTH
+54.1%
+79.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +25.1% | -4.6% | +29.6% | +26.0% |
| 3M | +22.9% | +32.8% | -9.9% | +14.0% |
| 6M | -4.9% | +64.6% | -69.5% | -14.8% |
| YTD | +7.8% | +62.6% | -54.8% | -2.2% |
| 1Y | +133.9% | +49.9% | +83.9% | +135.1% |
| All | +133.9% | +54.1% | +79.8% | +135.1% |
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