+104.2%
LMT vs LTH
+145.7%
-41.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | -5.6% | +6.4% | -12.0% | -5.8% |
| 30D | +18.4% | +16.7% | +1.6% | +17.8% |
| 3M | +0.6% | +11.7% | -11.1% | +0.2% |
| 6M | +20.6% | +48.5% | -27.9% | +19.1% |
| YTD | +27.0% | +78.4% | -51.5% | +24.7% |
| 1Y | +36.9% | +89.7% | -52.8% | +34.1% |
| 3Y | +46.9% | +245.6% | -198.8% | +41.1% |
| 5Y | +104.2% | +142.7% | -38.5% | +97.2% |
| All | +104.2% | +145.7% | -41.5% | +97.2% |
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 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