+74.2%
LMT vs LTH
+156.3%
-82.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.1% |
| 7D | -1.5% | +1.5% | -3.1% | -1.6% |
| 30D | -8.2% | -3.1% | -5.2% | -8.2% |
| 3M | +3.7% | +28.1% | -24.4% | +2.9% |
| 6M | -19.2% | +67.4% | -86.6% | -20.5% |
| YTD | +12.9% | +59.8% | -46.9% | +11.2% |
| 1Y | +19.8% | +45.6% | -25.8% | +18.3% |
| 3Y | +37.3% | +162.0% | -124.7% | +32.5% |
| All | +74.2% | +156.3% | -82.1% | +66.4% |
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