+99.4%
HLT vs LTH
+153.7%
-54.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.6% | -3.7% | +1.2% | -1.8% |
| 30D | -2.6% | -5.3% | +2.7% | -1.5% |
| 3M | -9.4% | +24.2% | -33.6% | -13.8% |
| 6M | +2.7% | +54.8% | -52.1% | -7.6% |
| YTD | +6.8% | +56.1% | -49.3% | -4.3% |
| 1Y | +12.4% | +45.5% | -33.2% | +2.1% |
| All | +99.4% | +153.7% | -54.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling