-31.6%
KEEL vs LTH
+150.3%
-181.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.6% | -6.9% |
| 7D | +2.7% | -3.7% | +6.4% | +4.9% |
| 30D | +4.6% | -5.3% | +9.9% | +7.6% |
| 3M | -34.5% | +24.2% | -58.7% | -43.9% |
| 6M | +59.3% | +54.8% | +4.4% | +18.9% |
| YTD | +46.4% | +56.1% | -9.7% | +8.8% |
| 1Y | +96.6% | +45.5% | +51.0% | +51.1% |
| 3Y | +182.0% | +155.9% | +26.1% | +41.9% |
| All | -31.6% | +150.3% | -181.9% | -65.7% |
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