-7.8%
LOW vs LTH
+159.1%
-166.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +0.4% | +1.5% | -1.2% | 0.0% |
| 30D | -10.1% | -3.1% | -7.0% | -9.5% |
| 3M | -2.9% | +28.1% | -31.0% | -8.1% |
| 6M | -19.4% | +67.4% | -86.8% | -28.5% |
| YTD | -15.4% | +59.8% | -75.2% | -24.3% |
| 1Y | -24.9% | +45.6% | -70.5% | -31.6% |
| 3Y | -7.8% | +162.0% | -169.8% | -26.4% |
| All | -7.8% | +159.1% | -166.9% | -26.4% |
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 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