+62.5%
LTH vs ALK
+3.8%
+58.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | +5.3% | +7.1% | -1.8% | +3.7% |
| 30D | +18.3% | -3.0% | +21.2% | +18.6% |
| 3M | +5.4% | -25.6% | +31.0% | +12.0% |
| 6M | +62.5% | +0.5% | +62.0% | +56.3% |
| All | +62.5% | +3.8% | +58.7% | +56.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling