+35.9%
LDOS vs LTH
+273.3%
-237.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | +5.3% | -9.0% | -4.1% |
| 30D | +16.4% | +18.3% | -1.9% | +15.0% |
| 3M | +7.4% | +5.4% | +2.0% | +6.8% |
| 6M | -0.3% | +62.5% | -62.9% | -3.9% |
| YTD | -24.0% | +79.6% | -103.7% | -27.4% |
| 1Y | -29.6% | +88.1% | -117.7% | -33.0% |
| All | +35.9% | +273.3% | -237.4% | +27.0% |
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