+49.6%
LNT vs LTH
+159.1%
-109.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | -1.1% | -3.1% | +2.0% | -0.9% |
| 3M | -3.6% | +28.1% | -31.7% | -5.6% |
| 6M | -2.7% | +67.4% | -70.1% | -7.1% |
| YTD | +8.0% | +59.8% | -51.8% | +3.3% |
| 1Y | +10.5% | +45.6% | -35.1% | +6.6% |
| 3Y | +49.6% | +162.0% | -112.4% | +31.8% |
| All | +49.6% | +159.1% | -109.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling