+57.3%
LLY vs LTH
+84.0%
-26.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | -0.7% |
| 7D | +10.1% | +9.9% | +0.2% | +7.9% |
| 30D | +24.0% | +18.3% | +5.7% | +19.9% |
| 3M | +27.3% | +5.9% | +21.3% | +25.5% |
| 6M | +47.0% | +80.3% | -33.4% | +29.5% |
| YTD | +32.6% | +78.3% | -45.7% | +18.1% |
| 1Y | +57.3% | +81.0% | -23.7% | +39.6% |
| All | +57.3% | +84.0% | -26.7% | +39.6% |
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