+162.1%
LTH vs ABCL
-26.7%
+188.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.8% |
| 30D | +15.7% | -7.1% | +22.8% | +16.3% |
| 3M | +5.0% | +4.7% | +0.2% | +2.5% |
| 6M | +37.7% | +140.9% | -103.2% | +12.0% |
| YTD | +75.0% | +236.0% | -160.9% | +30.9% |
| 1Y | +82.6% | +217.4% | -134.8% | +37.9% |
| 3Y | +241.3% | +188.7% | +52.6% | +136.2% |
| 5Y | +135.4% | -23.5% | +158.9% | +87.1% |
| All | +162.1% | -26.7% | +188.8% | +100.3% |
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