+6.9%
IR vs LTH
+84.4%
-77.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +3.7% | +4.5% | -0.8% | +2.3% |
| 30D | +7.4% | +16.3% | -8.9% | +2.8% |
| 3M | -5.9% | +8.4% | -14.3% | -8.2% |
| 6M | +5.6% | +40.3% | -34.7% | -5.3% |
| YTD | +4.8% | +77.3% | -72.4% | -15.2% |
| 1Y | +6.9% | +88.0% | -81.0% | -16.5% |
| All | +6.9% | +84.4% | -77.5% | -16.5% |
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