+23.0%
KEY vs LTH
+83.5%
-60.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | -0.4% | +7.0% | -7.4% | -1.7% |
| 30D | +7.2% | +15.4% | -8.2% | +4.2% |
| 3M | -4.9% | +7.0% | -11.9% | -6.3% |
| 6M | +1.1% | +46.9% | -45.8% | -6.4% |
| YTD | +6.8% | +76.4% | -69.6% | -5.0% |
| All | +23.0% | +83.5% | -60.4% | +7.5% |
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