-3.5%
IR vs LTH
+54.1%
-57.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -15.1% | -4.6% | -10.5% | -14.0% |
| 3M | +6.1% | +32.8% | -26.7% | -3.6% |
| 6M | -16.8% | +64.6% | -81.4% | -30.6% |
| YTD | -3.5% | +62.6% | -66.2% | -19.8% |
| 1Y | -3.5% | +49.9% | -53.4% | -15.6% |
| All | -3.5% | +54.1% | -57.6% | -15.6% |
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