-22.5%
LEN vs LTH
+84.0%
-106.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.3% | +0.8% | +4.7% |
| 7D | +10.5% | +9.9% | +0.6% | +6.5% |
| 30D | +24.6% | +18.3% | +6.4% | +16.8% |
| 3M | +6.6% | +5.9% | +0.7% | +4.2% |
| 6M | +10.6% | +80.3% | -69.7% | -12.2% |
| YTD | -8.3% | +78.3% | -86.6% | -29.3% |
| 1Y | -22.5% | +81.0% | -103.5% | -41.1% |
| All | -22.5% | +84.0% | -106.6% | -41.1% |
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