+141.8%
LTH vs ABCL
-18.8%
+160.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.3% |
| 7D | +7.0% | +12.4% | -5.4% | +4.8% |
| 30D | +15.4% | -0.4% | +15.8% | +14.8% |
| 3M | +7.0% | +80.4% | -73.3% | -5.9% |
| 6M | +46.9% | +138.5% | -91.7% | +19.4% |
| YTD | +76.4% | +265.5% | -189.1% | +29.1% |
| 1Y | +83.7% | +219.7% | -136.0% | +37.9% |
| 3Y | +248.9% | +209.4% | +39.5% | +136.4% |
| 5Y | +141.8% | -15.0% | +156.8% | +88.5% |
| All | +141.8% | -18.8% | +160.7% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling