-35.9%
INTU vs LTH
+160.9%
-196.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -7.1% | -0.6% | -6.4% | -7.0% |
| 30D | +1.5% | -4.6% | +6.0% | +2.5% |
| 3M | +10.7% | +32.8% | -22.2% | +2.7% |
| 6M | -23.8% | +64.6% | -88.5% | -34.3% |
| YTD | -49.3% | +62.6% | -111.9% | -56.2% |
| 1Y | -49.7% | +49.9% | -99.6% | -55.6% |
| 3Y | -38.0% | +151.3% | -189.4% | -54.9% |
| All | -35.9% | +160.9% | -196.8% | -57.6% |
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 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