+143.5%
LTH vs ABCL
-27.1%
+170.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -4.6% | +93.1% | -97.7% | -16.4% |
| 3M | +32.8% | +79.4% | -46.6% | +16.6% |
| 6M | +64.6% | +214.9% | -150.3% | +27.9% |
| YTD | +62.6% | +234.2% | -171.6% | +23.0% |
| 1Y | +49.9% | +174.8% | -124.8% | +15.4% |
| 3Y | +151.3% | +104.5% | +46.9% | +92.9% |
| All | +143.5% | -27.1% | +170.6% | +88.2% |
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