+9.6%
LOW vs LTH
+142.3%
-132.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +6.4% | +7.0% | -0.6% | +4.8% |
| 30D | +25.6% | +15.4% | +10.1% | +21.5% |
| 3M | +4.6% | +7.0% | -2.5% | +2.8% |
| 6M | +2.5% | +46.9% | -44.3% | -6.4% |
| YTD | -1.6% | +76.4% | -78.1% | -14.4% |
| 1Y | +1.7% | +83.7% | -82.0% | -12.3% |
| 3Y | +29.4% | +248.9% | -219.4% | -6.3% |
| 5Y | +9.6% | +141.8% | -132.2% | -21.7% |
| All | +9.6% | +142.3% | -132.7% | -21.7% |
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