+119.9%
HLT vs LTH
+150.5%
-30.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.6% | -4.0% | +2.4% | -0.6% |
| 30D | -5.0% | -5.3% | +0.3% | -3.8% |
| 3M | -10.4% | +19.0% | -29.4% | -14.3% |
| 6M | +3.2% | +55.8% | -52.5% | -8.2% |
| YTD | +6.7% | +56.1% | -49.4% | -5.3% |
| 1Y | +10.3% | +41.3% | -31.0% | 0.0% |
| 3Y | +99.3% | +156.6% | -57.3% | +53.2% |
| All | +119.9% | +150.5% | -30.5% | +60.1% |
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 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