+274.3%
LTH vs ABCL
+156.0%
+118.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.1% | -1.9% |
| 7D | +4.5% | -3.2% | +7.7% | +4.6% |
| 30D | +16.3% | -7.4% | +23.8% | +16.7% |
| 3M | +8.4% | +81.9% | -73.6% | +0.8% |
| 6M | +40.3% | +135.7% | -95.4% | +24.5% |
| YTD | +77.3% | +247.4% | -170.1% | +48.3% |
| 1Y | +88.0% | +162.3% | -74.3% | +62.3% |
| 3Y | +274.3% | +165.5% | +108.8% | +208.5% |
| All | +274.3% | +156.0% | +118.2% | +208.5% |
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