+473.4%
LLY vs LTH
+120.9%
+352.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | +4.6% | -4.6% | +9.2% | +5.2% |
| 30D | +22.4% | +14.8% | +7.5% | +20.3% |
| 3M | +17.1% | +3.9% | +13.2% | +16.5% |
| 6M | +44.6% | +35.5% | +9.1% | +39.3% |
| YTD | +33.5% | +71.3% | -37.9% | +24.8% |
| 1Y | +41.1% | +75.7% | -34.6% | +31.6% |
| 3Y | +143.8% | +231.9% | -88.2% | +116.0% |
| 5Y | +473.4% | +130.5% | +342.9% | +406.1% |
| All | +473.4% | +120.9% | +352.5% | +406.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling