+68.4%
LSCC vs LTH
+89.8%
-21.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +5.0% | +6.4% | -1.4% | +3.9% |
| 30D | -11.7% | +16.7% | -28.5% | -14.1% |
| 3M | -13.3% | +11.7% | -25.0% | -14.9% |
| 6M | -12.5% | +48.5% | -61.0% | -22.1% |
| YTD | +51.2% | +78.4% | -27.2% | +27.0% |
| All | +68.4% | +89.8% | -21.3% | +39.1% |
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