+143.5%
LTH vs ALK
-31.9%
+175.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | -0.6% | -0.7% | 0.0% | -0.3% |
| 30D | -4.6% | -19.2% | +14.6% | +4.1% |
| 3M | +32.8% | -1.5% | +34.3% | +31.3% |
| 6M | +64.6% | -13.1% | +77.7% | +69.5% |
| YTD | +62.6% | -16.4% | +79.1% | +68.7% |
| 1Y | +49.9% | -33.1% | +83.0% | +70.9% |
| 3Y | +151.3% | +0.6% | +150.7% | +108.3% |
| All | +143.5% | -31.9% | +175.4% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling