+241.3%
LTH vs ABCL
+185.8%
+55.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | -1.3% | -3.3% | +2.0% | -1.0% |
| 30D | +15.7% | -7.1% | +22.8% | +16.0% |
| 3M | +5.0% | +4.7% | +0.2% | +3.6% |
| 6M | +37.7% | +140.9% | -103.2% | +21.7% |
| YTD | +75.0% | +236.0% | -160.9% | +46.6% |
| 1Y | +82.6% | +217.4% | -134.8% | +53.9% |
| 3Y | +241.3% | +188.7% | +52.6% | +169.5% |
| All | +241.3% | +185.8% | +55.5% | +169.5% |
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