+39.2%
HPQ vs LTH
+160.9%
-121.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +6.9% | -0.6% | +7.6% | +7.1% |
| 30D | +14.4% | -4.6% | +19.0% | +15.4% |
| 3M | +25.6% | +32.8% | -7.2% | +18.9% |
| 6M | +75.0% | +64.6% | +10.4% | +57.0% |
| YTD | +50.7% | +62.6% | -12.0% | +35.4% |
| 1Y | +18.7% | +49.9% | -31.3% | +8.2% |
| 3Y | +21.5% | +151.3% | -129.8% | -2.4% |
| All | +39.2% | +160.9% | -121.7% | +1.8% |
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