+0.4%
LOW vs LTH
+76.0%
-75.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.6% |
| 7D | +0.1% | -4.6% | +4.7% | +1.4% |
| 30D | +21.3% | +14.8% | +6.5% | +16.8% |
| 3M | +6.0% | +3.9% | +2.1% | +4.8% |
| 6M | +2.6% | +35.5% | -32.9% | -5.7% |
| YTD | -3.6% | +71.3% | -74.9% | -18.2% |
| All | +0.4% | +76.0% | -75.5% | -16.6% |
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