+165.5%
LTH vs ALK
-36.9%
+202.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +4.5% | +9.0% | -4.6% | +0.5% |
| 30D | +16.3% | -1.6% | +18.0% | +16.5% |
| 3M | +8.4% | -23.2% | +31.6% | +19.6% |
| 6M | +40.3% | -3.9% | +44.2% | +38.0% |
| YTD | +77.3% | -22.6% | +99.9% | +88.1% |
| 1Y | +88.0% | -5.3% | +93.3% | +80.5% |
| 3Y | +274.3% | +18.6% | +255.7% | +168.3% |
| 5Y | +142.9% | -34.4% | +177.3% | +147.8% |
| All | +165.5% | -36.9% | +202.4% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling