+73.5%
LSCC vs LTH
+273.3%
-199.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.4% | -8.8% |
| 7D | -4.8% | +5.3% | -10.1% | -6.2% |
| 30D | -27.1% | +18.3% | -45.4% | -30.4% |
| 3M | -23.6% | +5.4% | -29.0% | -24.9% |
| 6M | -19.8% | +62.5% | -82.4% | -31.4% |
| YTD | +33.2% | +79.6% | -46.4% | +9.9% |
| 1Y | +55.2% | +88.1% | -32.9% | +26.0% |
| All | +73.5% | +273.3% | -199.9% | +14.7% |
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 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