+279.3%
LTH vs ALK
+15.2%
+264.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +5.3% | +7.1% | -1.8% | +3.1% |
| 30D | +18.3% | -3.0% | +21.2% | +18.9% |
| 3M | +5.4% | -25.6% | +31.0% | +13.9% |
| 6M | +62.5% | +0.5% | +62.0% | +59.2% |
| YTD | +79.6% | -23.1% | +102.7% | +87.8% |
| 1Y | +88.1% | -7.5% | +95.7% | +85.5% |
| All | +279.3% | +15.2% | +264.0% | +238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling