+167.2%
LTH vs ABCL
-20.5%
+187.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +6.4% | +2.3% | +4.1% | +5.9% |
| 30D | +16.7% | -0.7% | +17.4% | +16.2% |
| 3M | +11.7% | +33.4% | -21.7% | +4.8% |
| 6M | +48.5% | +137.8% | -89.3% | +21.5% |
| YTD | +78.4% | +264.3% | -185.9% | +31.8% |
| 1Y | +89.7% | +209.2% | -119.5% | +44.5% |
| 3Y | +245.6% | +208.4% | +37.2% | +137.3% |
| 5Y | +142.7% | -11.9% | +154.6% | +90.3% |
| All | +167.2% | -20.5% | +187.6% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling