+113.9%
KEY vs LTH
+268.4%
-154.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -1.3% | +4.5% | -5.8% | -2.5% |
| 30D | +5.1% | +16.3% | -11.2% | +0.9% |
| 3M | -7.1% | +8.4% | -15.5% | -9.3% |
| 6M | -4.4% | +40.3% | -44.7% | -13.1% |
| YTD | +4.0% | +77.3% | -73.3% | -12.2% |
| 1Y | +23.4% | +88.0% | -64.5% | +2.3% |
| 3Y | +113.9% | +274.3% | -160.4% | +39.8% |
| All | +113.9% | +268.4% | -154.5% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling