+45.6%
LTH vs ALM
+347.8%
-302.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.1% |
| 7D | +1.5% | +8.4% | -6.9% | +1.2% |
| 30D | -3.1% | +34.8% | -37.9% | -4.4% |
| 3M | +28.1% | +16.2% | +11.9% | +27.2% |
| 6M | +67.4% | +2.1% | +65.3% | +67.3% |
| YTD | +59.8% | +117.0% | -57.2% | +60.5% |
| 1Y | +45.6% | +313.9% | -268.3% | +45.0% |
| All | +45.6% | +347.8% | -302.2% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling