-92.4%
LCID vs LTH
+268.4%
-360.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.9% |
| 7D | +8.9% | +4.5% | +4.5% | +7.1% |
| 30D | -15.4% | +16.3% | -31.8% | -20.4% |
| 3M | -52.9% | +8.4% | -61.2% | -54.5% |
| 6M | -46.8% | +40.3% | -87.1% | -53.9% |
| YTD | -68.9% | +77.3% | -146.2% | -75.8% |
| 1Y | -81.7% | +88.0% | -169.6% | -86.1% |
| 3Y | -92.4% | +274.3% | -366.6% | -95.9% |
| All | -92.4% | +268.4% | -360.8% | -95.9% |
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