+237.8%
HPE vs LTH
+249.2%
-11.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -28.6% | +17.7% | -46.3% | -31.8% |
| 3M | -7.4% | +8.5% | -15.8% | -9.7% |
| 6M | +63.7% | +46.9% | +16.7% | +43.9% |
| YTD | +111.7% | +78.8% | +32.9% | +72.2% |
| 1Y | +123.5% | +84.9% | +38.6% | +79.4% |
| All | +237.8% | +249.2% | -11.3% | +134.1% |
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 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