+165.5%
LTH vs ALM
+433.9%
-268.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.4% |
| 7D | +4.5% | -6.7% | +11.1% | +4.7% |
| 30D | +16.3% | -32.9% | +49.2% | +17.9% |
| 3M | +8.4% | -39.5% | +47.9% | +10.0% |
| 6M | +40.3% | -62.0% | +102.3% | +44.5% |
| YTD | +77.3% | -7.8% | +85.1% | +77.2% |
| 1Y | +88.0% | +26.7% | +61.3% | +85.9% |
| 3Y | +274.3% | +825.4% | -551.1% | +240.0% |
| 5Y | +142.9% | +401.2% | -258.3% | +107.2% |
| All | +165.5% | +433.9% | -268.4% | +128.5% |
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