+42.2%
LLY vs LTH
+79.8%
-37.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +19.6% | +15.7% | +3.9% | +15.8% |
| 3M | +19.7% | +5.0% | +14.7% | +18.2% |
| 6M | +42.7% | +37.7% | +5.1% | +32.7% |
| YTD | +35.1% | +75.0% | -39.9% | +18.3% |
| 1Y | +42.2% | +82.6% | -40.5% | +21.6% |
| All | +42.2% | +79.8% | -37.6% | +21.6% |
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