+131.9%
LITE vs LTH
+89.8%
+42.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.7% |
| 7D | -13.9% | +6.4% | -20.3% | -13.5% |
| 30D | -46.9% | +16.7% | -63.7% | -46.3% |
| 3M | -28.0% | +11.7% | -39.7% | -27.4% |
| 6M | -35.2% | +48.5% | -83.7% | -36.1% |
| YTD | +58.9% | +78.4% | -19.5% | +51.5% |
| All | +131.9% | +89.8% | +42.2% | +117.7% |
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 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