+8.3%
LOW vs LTH
+160.9%
-152.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -7.0% | -4.6% | -2.5% | -6.1% |
| 3M | -0.9% | +32.8% | -33.7% | -7.1% |
| 6M | -20.1% | +64.6% | -84.7% | -29.0% |
| YTD | -13.9% | +62.6% | -76.5% | -23.4% |
| 1Y | -21.1% | +49.9% | -71.1% | -28.7% |
| 3Y | -6.6% | +151.3% | -158.0% | -27.0% |
| All | +8.3% | +160.9% | -152.6% | -20.3% |
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