-2.6%
KWEB vs LTH
+153.7%
-156.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.7% |
| 30D | -13.0% | -5.3% | -7.7% | -12.2% |
| 3M | -7.6% | +24.2% | -31.8% | -11.4% |
| 6M | -21.1% | +54.8% | -76.0% | -27.6% |
| YTD | -28.2% | +56.1% | -84.3% | -34.4% |
| 1Y | -34.9% | +45.5% | -80.4% | -39.8% |
| All | -2.6% | +153.7% | -156.3% | -17.4% |
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