+165.5%
LTH vs ABCL
-24.2%
+189.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.1% | -2.4% |
| 7D | +4.5% | -3.2% | +7.7% | +4.8% |
| 30D | +16.3% | -7.4% | +23.8% | +17.0% |
| 3M | +8.4% | +81.9% | -73.6% | -4.7% |
| 6M | +40.3% | +135.7% | -95.4% | +14.6% |
| YTD | +77.3% | +247.4% | -170.1% | +32.0% |
| 1Y | +88.0% | +162.3% | -74.3% | +47.2% |
| 3Y | +274.3% | +165.5% | +108.8% | +166.4% |
| 5Y | +142.9% | -21.3% | +164.2% | +91.1% |
| All | +165.5% | -24.2% | +189.7% | +101.9% |
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