+25.9%
LMT vs LTH
+84.0%
-58.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.3% | -13.2% | -7.0% |
| 7D | -5.5% | +9.9% | -15.4% | -5.9% |
| 30D | +17.5% | +18.3% | -0.8% | +16.7% |
| 3M | +1.6% | +5.9% | -4.4% | +1.1% |
| 6M | +16.3% | +80.3% | -64.0% | +13.9% |
| YTD | +25.3% | +78.3% | -53.0% | +22.7% |
| 1Y | +25.9% | +81.0% | -55.2% | +23.0% |
| All | +25.9% | +84.0% | -58.2% | +23.0% |
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