-43.5%
INTU vs LTH
+132.1%
-175.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.4% |
| 7D | -4.1% | -4.6% | +0.5% | -2.9% |
| 30D | +12.8% | +14.8% | -2.0% | +8.7% |
| 3M | +2.1% | +3.9% | -1.8% | +0.8% |
| 6M | -11.5% | +35.5% | -47.0% | -18.9% |
| YTD | -47.9% | +71.3% | -119.3% | -55.9% |
| 1Y | -47.7% | +75.7% | -123.4% | -56.1% |
| 3Y | -34.0% | +231.9% | -265.9% | -56.5% |
| All | -43.5% | +132.1% | -175.6% | -63.4% |
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