+74.0%
LSCC vs LTH
+79.8%
-5.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.6% | -5.8% |
| 7D | +7.0% | -1.3% | +8.3% | +7.2% |
| 30D | -2.3% | +15.7% | -18.0% | -4.8% |
| 3M | -12.5% | +5.0% | -17.5% | -13.1% |
| 6M | -10.6% | +37.7% | -48.3% | -18.8% |
| YTD | +52.7% | +75.0% | -22.3% | +28.9% |
| 1Y | +74.0% | +82.6% | -8.7% | +43.9% |
| All | +74.0% | +79.8% | -5.8% | +43.9% |
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