+8.9%
HPQ vs LTH
+145.7%
-136.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +0.5% | +6.4% | -5.9% | -0.7% |
| 30D | -5.9% | +16.7% | -22.6% | -8.7% |
| 3M | -3.7% | +11.7% | -15.4% | -5.9% |
| 6M | +28.1% | +48.5% | -20.4% | +18.1% |
| YTD | +32.5% | +78.4% | -45.9% | +16.8% |
| 1Y | +18.1% | +89.7% | -71.6% | +2.7% |
| 3Y | +16.4% | +245.6% | -229.2% | -11.9% |
| 5Y | +8.9% | +142.7% | -133.8% | -21.0% |
| All | +8.9% | +145.7% | -136.8% | -21.0% |
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