+92.0%
INTC vs LTH
+160.9%
-68.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | -5.2% | -4.6% | -0.6% | -4.2% |
| 3M | -14.3% | +32.8% | -47.1% | -20.7% |
| 6M | +110.2% | +64.6% | +45.6% | +83.8% |
| YTD | +159.6% | +62.6% | +97.0% | +126.8% |
| 1Y | +289.3% | +49.9% | +239.3% | +245.8% |
| 3Y | +166.1% | +151.3% | +14.7% | +104.0% |
| All | +92.0% | +160.9% | -68.9% | +30.9% |
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