+274.3%
LTH vs ALM
+825.4%
-551.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.4% |
| 7D | +4.5% | -6.7% | +11.1% | +4.8% |
| 30D | +16.3% | -32.9% | +49.2% | +18.3% |
| 3M | +8.4% | -39.5% | +47.9% | +10.3% |
| 6M | +40.3% | -62.0% | +102.3% | +45.5% |
| YTD | +77.3% | -7.8% | +85.1% | +77.2% |
| 1Y | +88.0% | +26.7% | +61.3% | +85.4% |
| 3Y | +274.3% | +825.4% | -551.1% | +220.8% |
| All | +274.3% | +825.4% | -551.1% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling