+70.7%
LMT vs LTH
+160.9%
-90.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.4% |
| 7D | -6.3% | -0.6% | -5.6% | -6.3% |
| 30D | -8.5% | -4.6% | -3.9% | -8.4% |
| 3M | +1.8% | +32.8% | -31.0% | +0.9% |
| 6M | -19.9% | +64.6% | -84.6% | -21.2% |
| YTD | +10.6% | +62.6% | -52.1% | +8.9% |
| 1Y | +17.9% | +49.9% | -32.0% | +16.4% |
| 3Y | +27.0% | +151.3% | -124.4% | +22.6% |
| All | +70.7% | +160.9% | -90.2% | +63.0% |
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 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