+131.0%
JPM vs LTH
+145.7%
-14.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +1.2% | +6.4% | -5.2% | 0.0% |
| 30D | +2.7% | +16.7% | -14.0% | -0.3% |
| 3M | -4.5% | +11.7% | -16.1% | -6.6% |
| 6M | +14.3% | +48.5% | -34.2% | +5.5% |
| YTD | +8.2% | +78.4% | -70.2% | -4.2% |
| 1Y | +10.0% | +89.7% | -79.7% | -3.8% |
| 3Y | +149.0% | +245.6% | -96.7% | +91.7% |
| 5Y | +131.0% | +142.7% | -11.6% | +74.6% |
| All | +131.0% | +145.7% | -14.7% | +74.6% |
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