+17.6%
LHX vs LTH
+150.5%
-132.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -4.0% | -0.3% | -4.0% |
| 30D | -15.1% | -5.3% | -9.8% | -14.8% |
| 3M | -21.0% | +19.0% | -40.0% | -22.0% |
| 6M | -32.0% | +55.8% | -87.8% | -34.4% |
| YTD | -15.3% | +56.1% | -71.5% | -18.4% |
| 1Y | -11.1% | +41.3% | -52.3% | -13.7% |
| 3Y | +54.0% | +156.6% | -102.6% | +41.2% |
| All | +17.6% | +150.5% | -132.8% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling