+44.9%
IR vs LTH
+137.1%
-92.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.8% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | +9.2% | +15.7% | -6.5% | +5.0% |
| 3M | +0.9% | +5.0% | -4.0% | -0.6% |
| 6M | +19.2% | +37.7% | -18.4% | +9.3% |
| YTD | +7.5% | +75.0% | -67.5% | -7.9% |
| 1Y | +11.7% | +82.6% | -70.9% | -5.3% |
| 3Y | +23.9% | +241.3% | -217.4% | -11.3% |
| All | +44.9% | +137.1% | -92.2% | +3.1% |
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