+167.2%
LTH vs ALK
-32.7%
+199.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +6.4% | +12.9% | -6.5% | +1.1% |
| 30D | +16.7% | +5.5% | +11.2% | +13.4% |
| 3M | +11.7% | -12.1% | +23.8% | +16.4% |
| 6M | +48.5% | +1.7% | +46.8% | +42.6% |
| YTD | +78.4% | -17.4% | +95.8% | +84.2% |
| 1Y | +89.7% | -1.9% | +91.6% | +79.7% |
| 3Y | +245.6% | +21.2% | +224.4% | +148.4% |
| 5Y | +142.7% | -27.8% | +170.5% | +138.7% |
| All | +167.2% | -32.7% | +199.9% | +157.8% |
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