+22.8%
LHX vs LTH
+160.9%
-138.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | -9.9% | -4.6% | -5.3% | -9.7% |
| 3M | -16.5% | +32.8% | -49.3% | -18.3% |
| 6M | -29.6% | +64.6% | -94.2% | -32.4% |
| YTD | -11.6% | +62.6% | -74.2% | -15.1% |
| 1Y | -4.1% | +49.9% | -54.0% | -7.4% |
| 3Y | +53.3% | +151.3% | -98.1% | +40.6% |
| All | +22.8% | +160.9% | -138.0% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling