+415.8%
LLY vs LTH
+160.9%
+254.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -1.6% | -4.6% | +3.0% | -1.2% |
| 3M | +2.3% | +32.8% | -30.5% | -1.0% |
| 6M | +14.9% | +64.6% | -49.7% | +8.3% |
| YTD | +7.5% | +62.6% | -55.2% | +1.4% |
| 1Y | +55.7% | +49.9% | +5.7% | +47.9% |
| 3Y | +110.6% | +151.3% | -40.7% | +91.6% |
| All | +415.8% | +160.9% | +254.9% | +366.2% |
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