+279.3%
LTH vs ABCL
+139.9%
+139.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.1% | +1.5% |
| 7D | +5.3% | -14.9% | +20.2% | +6.6% |
| 30D | +18.3% | -15.4% | +33.6% | +19.6% |
| 3M | +5.4% | +88.0% | -82.6% | -2.7% |
| 6M | +62.5% | +138.8% | -76.3% | +43.7% |
| YTD | +79.6% | +225.4% | -145.8% | +51.1% |
| 1Y | +88.1% | +137.3% | -49.2% | +64.1% |
| All | +279.3% | +139.9% | +139.4% | +214.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling