+282.2%
HL vs LTH
+156.3%
+125.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +7.1% | +1.5% | +5.5% | +6.8% |
| 30D | +21.4% | -3.1% | +24.5% | +22.2% |
| 3M | +37.4% | +28.1% | +9.3% | +29.6% |
| 6M | +0.4% | +67.4% | -67.0% | -10.9% |
| YTD | +6.7% | +59.8% | -53.1% | -4.4% |
| 1Y | +102.4% | +45.6% | +56.8% | +84.4% |
| 3Y | +417.4% | +162.0% | +255.4% | +301.5% |
| All | +282.2% | +156.3% | +125.9% | +171.7% |
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