+14.6%
HON vs LTH
+180.7%
-166.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | +7.5% | +15.7% | -8.2% | +4.8% |
| 3M | -4.3% | +5.0% | -9.3% | -5.3% |
| 6M | -1.5% | +37.7% | -39.2% | -7.1% |
| YTD | +10.5% | +75.0% | -64.5% | -0.3% |
| 1Y | +8.5% | +82.6% | -74.1% | -2.9% |
| 3Y | +28.0% | +241.3% | -213.3% | +2.1% |
| 5Y | +12.0% | +135.4% | -123.4% | -11.9% |
| All | +14.6% | +180.7% | -166.2% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling