-43.5%
IT vs LTH
+156.3%
-199.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.7% | -7.0% |
| 7D | -9.1% | +1.5% | -10.7% | -9.5% |
| 30D | -7.0% | -3.1% | -4.0% | -6.5% |
| 3M | +7.6% | +28.1% | -20.5% | +1.6% |
| 6M | +2.1% | +67.4% | -65.3% | -10.7% |
| YTD | -31.6% | +59.8% | -91.4% | -39.4% |
| 1Y | -29.9% | +45.6% | -75.5% | -36.7% |
| 3Y | -51.3% | +162.0% | -213.3% | -62.1% |
| All | -43.5% | +156.3% | -199.8% | -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 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