-47.0%
INTU vs LTH
+84.4%
-131.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.4% | -3.7% |
| 7D | +0.1% | +4.5% | -4.4% | -0.1% |
| 30D | +15.4% | +16.3% | -0.9% | +14.5% |
| 3M | +6.6% | +8.4% | -1.8% | +5.8% |
| 6M | -11.3% | +40.3% | -51.6% | -10.6% |
| YTD | -47.7% | +77.3% | -125.0% | -48.0% |
| 1Y | -47.0% | +88.0% | -135.0% | -47.6% |
| All | -47.0% | +84.4% | -131.4% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling