+167.7%
LTH vs ALM
+436.5%
-268.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.3% | -7.2% | +7.4% | +0.5% |
| 30D | +17.7% | -26.4% | +44.1% | +18.9% |
| 3M | +8.5% | -38.6% | +47.1% | +10.0% |
| 6M | +46.9% | -61.0% | +107.9% | +51.2% |
| YTD | +78.8% | -7.4% | +86.2% | +78.6% |
| 1Y | +84.9% | +14.0% | +70.9% | +83.4% |
| 3Y | +246.4% | +844.4% | -598.1% | +214.4% |
| 5Y | +129.6% | +410.8% | -281.2% | +96.2% |
| All | +167.7% | +436.5% | -268.8% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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