+38.1%
HPQ vs LTH
+152.0%
-113.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.2% |
| 7D | +1.3% | -4.0% | +5.3% | +2.0% |
| 30D | +8.7% | -1.7% | +10.4% | +8.9% |
| 3M | +31.5% | +28.0% | +3.5% | +25.3% |
| 6M | +76.0% | +54.1% | +21.9% | +60.1% |
| YTD | +49.5% | +57.1% | -7.5% | +35.2% |
| 1Y | +17.3% | +45.8% | -28.5% | +7.5% |
| 3Y | +24.4% | +157.6% | -133.2% | -0.7% |
| All | +38.1% | +152.0% | -113.9% | +1.7% |
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